Comprehensive Derivative Library
Easily value and price a broad range of financial instruments including options, futures, exotics, bonds and interest rate assets directly within your custom software.
Welcome to Derivicom’s FinOptions API, the powerful yet easy to use Excel Add-in for pricing plain options. With over 60 functions, FinOptions API can be used to value derivatives on various assets including stocks, futures, foreign exchange, and fixed income securities. Along with option price, the option sensitivities such as Delta, Gamma, Theta, Vega, Rho, Psi and Lambda can be calculated. Given a market price, implied volatility and the implied strike of an option can also be calculated.
Getting Started - new users
•Study the Introduction section to familiarize yourself with the basics of the program. •Check out all of the Available Functions to determine which function is right for you. |
Available Function Categories