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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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News & Views
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OVERVIEW
This product provides the ability to answer many of the essential questions facing finance professionals in capital markets pricing, hedging and risk management. The product adds a number of additional functions to the list of built-in functions available to users of Excel, Visual Basic and Visual Basic for Applications. Once the product is loaded via the appropriate Add-In/Reference Manager, all of the finance functions that it provides appear as native functions and can be invoked either from spreadsheet cell formulae or from Visual Basic code.
COVERAGE
The product currently supports the following areas.
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Fixed income securities |
Bond valuation, accrued interest and bond cashflow generation. Cap and swaption pricing, hedging and risk management. |
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Swaps |
Pricing and hedging of interest rate, currency and basis swaps. |
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Yield curve generation |
Construction of zero coupon bootstrap curves for use in swap analytics as well as to generate hedging and risk management information. |
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Date arithmetic |
Holiday calendar support for the majority of the world's important financial centres. Includes many date calculation utilities such as business day checking, daycount fractions and futures dates. |
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Cashflow generation |
Generation, storage and merging of arrays of complex cashflows for hedging and risk management. |
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Risk management |
Calculation of risk and sensitivities for single instruments as well as portfolios of instruments. Generation of equivalent portfolios for all major fixed income and swap market derivatives either singly or for entire portfolios. |
In addition, the product contains a range of utility functions which allow the user to manipulate arrays of information seamlessly and flexibly, enabling the user to add new products into the risk management process easily and quickly.
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