CompuKalc Ltd: Excel Add-In Documentation

Overview of Software

General Information
A List of the Financial Routines

Equity Derivatives

Analytic Methods

opt_bs
opt_black_approx
opt_RGW_approx
opt_BW_approx
opt_lookback
opt_exchange
opt_bs_barrier_downin
opt_bs_barrier_downout
opt_rainbow_bs_2d

Lattice Methods

opt_bin
opt_bin_div
opt_bin2
opt_lattice_lookback
opt_lattice_exchange
opt_rainbow_2d_lattice

Finite Difference Grid Methods

opt_gfd
opt_gfd_div
opt_gfd_vol
opt_downout_call
opt_double_knockout_call

Interest Rate Derivatives

Analytic Methods

opt_hw_zcoupon
opt_hw_coupon
bond_cir

Lattice Methods

opt_hw_lattice
opt_cir_lattice

Volatility Estimation

opt_hist_vol
opt_bs_impv
opt_bin_impv
opt_bin_div_impv
opt_bin2_impv

Portfolio Selection

portfolio
portfolio_markowitz