Skip to main content

Home/ ShareIt/element5 | The SMB Solution For Software/ Group items tagged hedge

Rss Feed Group items tagged

1More

CALCULUS - Excel add-in with functions for Brazilian capital market - 0 views

  •  
    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.
1 - 20 of 37 Next ›
Showing 20 items per page