CD - Commodity

Comprehensive Commodity coverage in FINCAD Analytics Suite includes exotic and vanilla options such as Asian, barriers and spread options. uses Local and stochastic volatility models (such as Heston and SABR), along with the log-normal (Black-Scholes) model. FINCAD Analytics Suite 2009 for Excel gives you the power to do all your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.

Highlights of Commodity Coverage:

Download a more complete list of Commodities Coverage (524KB PDF)

Options - Exotic and Vanilla Average strike Double average Deferred strike Barriers - various types Binaries - various types Multi-asset - various types Chooser Compound Lookback Power & quotient Quanto Spread Variance / volatility swaps Altiplano Cliquets Asian	Volatility Derivatives Variance swaps Volatility swaps Conditional variance swaps Corridor variance swaps Variance options
	Other Commodity Derivatives Forwards and futures Options on commodity futures Swaps and swaptions
	Option Styles: American Asian Bermudan European
Models & Methods Local Volatility Stochastic Volatility SABR Heston Black-Scholes Binomial Monte Carlo simulation	Utilities Implied calculations * Volatility, strike, rates, etc * Goal seek on any parameter