The Options Kit add-in calculates option price and implied volatility for European and American style options. It also contains a cumulative Normal distribution function to provide extra flexibility. This enables the users to produce pricing matrices, risk return profiles and implied volatility analysis for either individual or portfolio of options. 3-D graphical option simulator for option analysis.
Users can view the effect of changes in any of the key option variables.
The Options Kit can be incorporated with the Intermark Exotics, Zero, Yield, and Swap add-ins. This provides users with a powerful toolkit to create complex models combining bonds, bond futures, options, and swaps. All rights reserved.