Deriscope Specifications
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Price options and exotic derivatives, within Excel, access live and historical market data.
You can use Deriscope to price financial products, such as options and exotic derivatives, within Excel. You can also build yield curves out of traded market instruments and even get live stock prices, forex quotes and historical data with or without time delay from several providers such as Yahoo Finance, Alpha Vantage, IEX.
Deriscope acts as an interface to the well known QuantLib financial library, which means it delegates the price calculation of derivatives to QuantLib. Deriscope's biggest strength is its user friendliness. Most actions, such as formula and workbook generation are performed with one or two mouse clicks. No learning curve or documentation is required because several tutorials and tips are seamlessly integrated with the run time environment of Excel. A small range of the products handled by Deriscope is: Stock Options, Index Options, FX Options, Binary and Barrier Options, Interest Rate Swaps, European and Bermudan Swaptions, Credit Default Swaps, Inflation Swaps, Bonds, Inflation Bonds.