Audience
Companies that need a financial analytics library for Excel
About ResolutionPro
ResolutionPro is a financial analytics library for Excel that can be used to calculate MTM and risk. Free trial available. Calculate valuations and risk characteristics for all commonly traded financial instruments including interest Rate Swap Pricing - Zero curve construction & swap valuation. Options, currency options, Equity options, Commodity options. Bond Pricing - Government & corporate bonds, and FRNs. IRO Pricing, Interest rate options, Swaptions, Caps, Floors. Exotic Options, Exotic options pricing. Utilities, accrual and data calculation, Probability & Statistics, and Rates & Discount Factors. Quick and easy derivative pricing. Perform independent valuation for trade and risk management. Incorporate derivative models into your existing systems. Run complex scenario analysis easily with Resolution's built-in Sensitivity Tool. Apply industry-standard pricing methodologies to an extensive range of instruments.
Popular Alternatives
Calc fellow
FX Derivatives Calculator (Pricer)
The calculator was developed for importer/exporters treasuries department and CFOs.
The pricer uses are:
1. Pre-execution: plan hedging operations and examine hedging strategies alternatives. See live and fair OTC premiums.
2. Post-execution stage: determining the derivatives' "fair value" for financial reporting.
The calculator's greatest advantage is that it includes high-quality and up-to-date market data!
Market data refers mainly to standard deviations (volatility) and interest.
What can it do?
* Deal Type: Forward / Call / Put
* Option Class: Vanilla / Knock in / Knock out
* Barrier Type: American / European
* Barrier Direction: Up&In / Up&Out / Down&In / Down&Out
* Payout Chart
* Simultaneous pricing of up to 17 "legs"
The calculator is implemented in Google Sheets. Web-based - No installation is required. It's available in all Google applets, on your computer, tablet, or cell phone.
Learn more
Deriscope
Deriscope is a locally installed Excel Add-In used for financial derivatives valuation purposes.
It comes with an integrated user-friendly wizard that allows the user to create various important structures, such as yield and volatility curves and use them to price financial instruments such as options, bonds, interest rate swaps, swaptions, caps, floors, credit default swaps, inflation swaps, basket options etc.
A large part of its analytics is carried out by well regarded open source financial libraries, such as QuantLib.
Apart from the price and risk of the referenced instruments, Deriscope's output includes detailed cash flows and several quantities of interest and is accurate to within a fraction of a basis point.
All daycount, calendar and other conventions are accounted for.
Portfolios consisting of several thousands of single instruments can be effortlessly processed.
Learn more
FINCAD
FINCAD’s best of breed analytics empower you to make informed investment decisions with confidence. Optimize your calculation of risk and return through simplified and direct control over the valuation and analysis of your derivatives and cash instruments. Our world-class libraries, which include predefined models, calculators and workbooks, make valuation for derivatives and fixed income products more accurate, flexible and powerful than ever. What’s more, our solutions are backed by a highly experienced team of technical professionals that are committed to your success. Pricing complex derivatives and cash instruments is often challenging. Vendors typically don’t offer coverage for exotic instruments, and building bespoke solutions internally involves considerable costs, complexity, and execution risk.
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Portfolio Genius
Accuracy in accrual, accretion and amortization in conformity with the current Generally Accepted Accounting Principles (GAAP) for concessions on debt, fees, premiums, discounts and accrued interest (calculated using various day count methods, and the International Financial Reporting Standards (IFRS). Accuracy in the maintenance, tracking and projection of the financial terms of fixed-income securities as related to principal and interest payments, coupon rates, rate resets, call dates, MBS and CMO factors, CPRs and PSAs, and maturities. You can base interest rates on a mathematical formula with embedded index, caps, floors, etc. Automated back office functions such as: automated data entry, maintenance, business calendar maintenance, principal and interest payment calculations, and reconciliation.
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Pricing
Starting Price:
$100 one-time payment
Integrations
Company Information
ResolutionPro
Founded: 2002
Canada
www.derivativepricing.com/index.asp
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Product Details
Platforms Supported
SaaS
Windows
Training
Documentation
In Person
Support
Phone Support
Online
ResolutionPro Frequently Asked Questions
ResolutionPro Product Features
Financial Risk Management
Compliance Management
For Hedge Funds
Market Risk Management
Risk Analytics Benchmarks
Stress Tests
Value At Risk Calculation
Credit Risk Management
Liquidity Analysis
Loan Portfolio Management
Operational Risk Management
Portfolio Management
Portfolio Modeling
Hedge Fund
Compliance Management
Contact Management
Investor Accounting
Investor Reporting
P&L Calculation
Partnership Accounting
Performance Analysis
Portfolio Analysis
Portfolio Management