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Products
Addix.Spline
Addix.Selector
Addix.Analysis
 Addix.Finance
Finance
Overview
Functionality
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Documentation
References
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FUNCTIONALITY
The current release of Addix.Finance is a beta version. For this reason, product functionality details have been restricted to function names only. Functional descriptions will be added when the product is officially released. The current release of the product implements the following functions:
Excel data manipulation
| Store |
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| Retrieve |
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| Merge |
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| SubsetMatrix |
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| Splice |
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Dates
| ConversionFactor |
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| IsBusinessDay |
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| IsWeekend |
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| NextHoliday |
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| AdjustDate |
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| RelativeDate |
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| ChosenDayInMonth |
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| DaycountFraction |
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| BusinessDayGap |
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| MonthGap |
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| LastBusinessDayInMonth |
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| DayOfWeek |
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| NextFutureContract |
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| NextFutureDelivery |
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| MatchingFutureContract |
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| DetermineContractDate |
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Yield curves
| CreateCurve |
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| DestroyCurve |
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| ListCurves |
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| DiscountFactor |
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| Sensitivity |
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| ParRate |
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| ZeroRate |
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| PresentValue |
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| CurvePointCount |
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| CurveRateCount |
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| CurvePrecashCount |
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| CurveEarlyCashCount |
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| CurveFutureCount |
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| CurveLateCashCount |
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| CurveSwapCount |
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| CurveAnchorDate |
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| CurveSpotDate |
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| CurveStubDate |
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| CurveFrequency |
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| CurveCashDaycount |
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| CurveSwapDaycount |
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| CurvePrecashConvention |
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| CurveCashConvention |
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| CurveFutureConvention |
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| CurveSwapConvention |
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| CurveCalendar |
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| CurveStubFlag |
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Bonds
| BondBasis |
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| BondCarry |
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| BondData |
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| CurrencyData |
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| ListCurrencyCodes |
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| QuickBondYield |
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| QuickBondPresentValue |
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| SingleBondBasisMatrix |
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| MultiBondBasisMatrix |
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| BuildCashflow |
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| BondBasisPointPV |
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| BuildCashflowDates |
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| PreviousCouponDate |
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| NextCouponDate |
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| AccruedInterest |
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| AccruedDays |
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| BlackBondOption |
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| PriceToYield |
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| YieldToPrice |
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| Duration |
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| Convexity |
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| ForwardCleanPrice |
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| ImpliedRepoRate |
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Derivatives
| CapPrice |
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| SwaptionPrice |
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| CapEquivalentCashflow |
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| SwaptionEquivalentCashflow |
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Options
| BlackScholesWithGreeks |
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| ComplexYieldToPriceVolatility |
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| ComplexPriceToYieldVolatility |
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| SimplePriceToYieldVolatility |
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| SimpleYieldToPriceVolatility |
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For further detail on the parameters, usage and results returned from each of these functions, please refer to the Function Reference which can be found on the documentation page.
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