Monis Equity Options XL
Monis Equity Options XL allows users to calibrate to the volatility surface and use term structures of yield curves, volatilities and dividends for option types such as bermudan, asian, barrier, path-dependent, compound, spread and many others. It uses analytical (closed formula) and numerical (binomial and trinomial trees, numerical integration) solutions, as well as fast Monte Carlo simulation models (single and multiple assets). Examples include quanto, single and double barriers, forward start barriers, partial barriers, quanto barriers, quanto asian ladder options and many more.
As well as the option's price and full set of greeks, outputs include break-even, leverage factor, probability of hitting barriers and forward prices. Monis Equity Options XL is also available as an analytic library for integration with other systems.
Features:
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Library
Monis Equity Options XL comes with integrated libraries. Get to work immediately with well-designed spreadsheet templates, which enable you to exploit the library's full power immediately, without any effort in setting up.
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Design and Layout
While great for pricing and hedging just one instrument, the design and layout of Monis Equity Options XL makes it practical to trade and risk manage whole portfolios of complex instruments - even from spreadsheets.
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Tools:
In addition to the templates, Monis Equity Options XL comes loaded with online help, and an array of useful tools. Together these make it quick and easy to perform tasks you might otherwise labor over for hours, for example, curve building and calibration.