Whether you are a trader, risk manager, corporate financial analyst, treasurer or auditor, FINCAD XL's option models provide the functions you need to manage your equity portfolio risk including warrants, employee stock options and index options. FINCAD XL gives you the power to do all of your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.
Coverage (Lognormal)
• Asian options
• average strike options
• barrier options (knock in / out)
• basket options
• binary options
• binary spreads
• call / puts American
• call / puts Bermudan
• call / puts European
• chooser options
• cliquet options
• compound options
• convertible bonds
• double average options
• double barrier options
• employee stock options
• exotics such as baskets and options including quantos and Asians
• forward start options
• index options
• lookback options
• multi-asset options
• Napoleon
• portfolio options
• quanto options
• spread options
• total return swaps
• variance / volatility swaps
• warrants
Coverage (Local Volatility)
• CEV, shifted lognormal, normal, & user defined stochastic processes
• european & american exercise
• many predefined option strategies
• user-defined payoffs
• utilize volatility surfaces or calculate implied vol smile
Utilities
• dividends to yield conversion
• volatility (adjusted for dividends and splits)
• volatility and correlation (EMMA)
Download a Datasheet on Equity Derivative Coverage (PDF)
Screenshot example of the Function Finder
