FinExotics XL is an Excel Add-in with a comprehensive set of nearly 50 different exotic option functions. There are seven categories of exotic option models covered: Asian options, binary options, barrier options, currency translated options, lookback options, multiple asset options, and multiple exercise options.
FinExotics XL extends the functionality of Excel by adding functions for analyzing exotic options. Similar to the built-in functions in Excel, FinExotics XL functions can be added directly into the cell formulas. FinExotics XL functions calculate theoretical value, sensitivities, implied volatility, implied strike and implied correlation. All of the functions are easy to use and only basic spreadsheet knowledge is required.
FinExotics XL has seven sample templates, one for each category, and documentation that accompany the software to demonstrate each of the functions and give the user a starting point to being using them.
FinExotics XL was built on our C++ written developer library, which provides lightning fast calculation.
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