CALCULUS is an add-in that implements usefull functions applied to capital market.
Features:
* Exponential interpolation and extrapolation for Brazilian yield curve: Function for interest rate interpolation (base 252).
* Cubic Spline - Interpolation for Brazilian Yield Curves: Function for interest rate interpolation (base 252).
* Comparative chart for Cubic Spline X Exponential Interpolation: Command for comparative chart.
* Duration, Exposure and Convexity for Fixed Income Portfolios: Functions for Macauley duration and convexity.
* Hedge by Modified Duration for Fixed Income: Functions for hedge and target duration.
* Projected trade volume: Function for stocks, indexes or futures.
* Fare Future Value: Function for stocks and indexes.
* FRC - Foward Rate Contract - and FRA - Forward Rate Agreement: Functions for FRC pricing.