CapeTools QuantTools IRLegs20 XL for Windows

The description of CapeTools QuantTools IRLegs20 XL - Play With New Friends

QuantTools XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform; Used for the managing and computation of financial pricing and risk numbers for fixed income derivatives, interest rate derivatives, foreign exchange derivatives, credit derivatives, equity derivatives and commodity derivatives.Within this financial module we have : Functions to create and price interest rate floating rate legs (in-arrears, quanto, CMS, averaging and compounding legs).Functions to create and price interest rate fixed rate legs.Functions to create and price interest rate inverse floater legs.Functions to create and price interest rate CMS legs.Functions to create and price interest rate Quanto legs.Functions to create and price interest rate strategies.For more information : www.QuantTools.com