CapeTools QuantTools XL （Excel Addin） 是一个金融工具建模工具包。该库包含 2100 多种功能，用于金融衍生品的管理、定价和风险管理。 支持超过 120 类财务功能： 市场（索引、日历、外汇对象）。 市场曲线（常规曲线、XCCY曲线、债券、回购和信贷收益率曲线以及波动性曲线）。 查询市场曲线（市场曲线类别中的查询曲线对象）。 信用衍生工具（信用链接票据、信用违约掉期（CDS）和期权（包括常规、二元和结构性）。 期权投资组合（40+异国情调的选择价格。您可以创建期权投资组合来管理、选择、分组和价格异国交易，进行情景分析，颠簸风险，计算任何一阶或二阶风险，以及解决任何输入参数）。 债券（政府和普通债券组合、计算远期、收益率、期权、回购利率以及转换系数）。 IR 腿（灵活的固定利率或浮动利率腿结构（CMS、Quanto、摊销、InArrears）。）。 交换（交换合同，修复修复，FLT-FLT，修复-FLT）。 IR 产品组合（交换、上限、交换、基础交换或 CDS 书籍）。 IR 风险（利率收益率曲线/波动风险）。 进程（用于模拟的下分析器进程对象）。 模拟（执行给定过程对象的模拟）。 通用定价（通过树、蒙特卡洛或 PDE 的通用用户定义的交易）。 模型（创建利率模型对象（黑卡拉辛斯基、赫尔怀特、G2、LMM）。 校准（在模型类别组中校准利率模型）。 统计类别组（从超过 12 个分布生成随机数）。 技术分析（160 TA 功能）。 实用程序（GRID 计算支持、矩阵操作、对象序列化、插值对象（1D 和 2D）。 FpML（通过XPath、FpML文档读取和查询的功能）。
版本历史记录
- 版本 2 发布于 2006-11-13
软件信息
- 软件分类： 业务 > 办公套房和工具
- 发布者： CapeTools QuantTools
- 许可： 免费试用
- 价格： $1610.00
- 版本： 2
- 适用平台： windows
终端用户许可协议
IMPORTANT! READ CAREFULLY BEFORE INSTALLING THIS SOFTWARE; This CapeTools End-User License Agreement ("AGREEMENT") is a legal agreement between you (either an individual or a single entity) and CapeTools Corporation for the CapeTools software product identified below, which include computer software, "online" or electronic documentation, and may include associated media and printed materials. By installing, copying, or otherwise using the software product, you agree to be bound by the terms of this AGREEMENT. If you do not agree to all of the terms of this AGREEMENT, do not use the software. -------------------------------------------------------------------------------- CapeTools PRODUCTS SHRINK-WRAP LICENSE AGREEMENT The CapeTools LTD ("CapeTools") QuantTools XL and QuantTools API (the "SOFTWARE" or "SOFTWARE PRODUCT") are protected by copyright laws and international copyright treaties, as well as other intellectual property laws and treaties. The SOFTWARE is licensed, not sold. The SOFTWARE consists of product documentation, sample applications, and miscellaneous technical information. The SOFTWARE is not public domain software, nor is it free software. The SOFTWARE is copyrighted by CapeTools Ltd. This Shrink-wrap License Agreement has 4 parts. Part I applies if you have not purchased a license for the Software. Part II applies only after you have purchased the Academic License for the Software. Part III applies only after you have purchased a Commercial License for the Software. Part IV applies to all license grants. If you initially acquired a copy of the Software without purchasing a license and you wish to purchase a license, contact CapeTools on the Internet at http;//www.QuantTools.com. Following payment, CapeTools will issue confirmation that you have purchased a license. 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A limited license is granted to copy and distribute the SOFTWARE only for the trial use of others, subject to the above limitations, and also the following; (1) The SOFTWARE must be copied in unmodified form, complete with the file containing this license information. (2) The full machine-readable SOFTWARE documentation must be included with each copy. (3) No fee, charge, or other compensation may be requested or accepted except a reasonable disk duplication and handling fee. PART II -- TERMS APPLICABLE WHEN LICENSE FEES PAID FOR ACADEMIC OR STUDENT LICENSE This license is valid only after purchasing an ACADEMIC LICENSE for the SOFTWARE from CapeTools. CapeTools grants to you a non-exclusive, non-sublicensable, perpetual license to use the SOFTWARE, for usage as stated in the License purchased from CapeTools. The combined number of users of the SOFTWARE cannot exceed the number of concurrent users licensed. The SOFTWARE or applications created with it can be used only on the computer(s) for which it was licensed. Usage of Academic Edition of the SOFTWARE for commercial purpose is not allowed. YOU MAY NOT REDISTRIBUTE ANY PART OF THE SOFTWARE IN CONJUNCTION WITH AND AS A PART OF ANY OTHER APPLICATION. YOU MAY NOT REDISTRIBUTE ANY APPLICATION SOFTWARE PRODUCT THAT IS CREATED USING THE SOFTWARE. PART III -- TERMS APPLICABLE WHEN LICENSE FEES PAID - COMMERCIAL VERSION This license is valid only after purchasing and licensing the COMMERCIAL VERSION of the SOFTWARE from CapeTools. CapeTools grants to you a non-exclusive, non-sublicensable, perpetual license to use the SOFTWARE, for usage as stated in the License purchased from CapeTools. The combined number of users of the SOFTWARE cannot exceed the number of concurrent users licensed. The SOFTWARE can be used only on the computer(s) for which it was licensed. 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