FinAnSu
FinAnSu aims to provide user-friendly tools for use in financial applications. The add-in is in its development stages, but it currently offers:
- Live, streaming "web import":http://code.google.com/p/finansu/wiki/WebData capabilities (Excel 2002+), including custom functions for easily "importing security prices":http://code.google.com/p/finansu/wiki/Quotes from Bloomberg.com, Google Finance and Yahoo! Finance
- Functions that can "parse CSVs":http://code.google.com/p/finansu/wiki/WebData#ImportCSV on the web, including custom functions to easily import stock quote data from "Google Finance":http://code.google.com/p/finansu/wiki/Quotes#GoogleHistory and instrument data from the "Fed H.15 release":http://code.google.com/p/finansu/wiki/Quotes#H15History (yields for Fed Funds, commercial paper, Treasuries, interest-rate swaps, etc.).
- Basic options pricing, including "Black-Scholes":http://code.google.com/p/finansu/wiki/BlackScholes, "the options Greeks":http://code.google.com/p/finansu/wiki/Greeks and "a few more complex options models":http://code.google.com/p/finansu/wiki/AmericanBermudan
- A bit on "FRAs":http://code.google.com/p/finansu/wiki/FRAs (forward rate agreements)
- A continuously compounded rate "interpolator":http://code.google.com/p/finansu/wiki/Interpolation (need to add more: linear, cubic, cubic spline, etc.)
- A Federal Reserve holiday calculator (need to add more for different calendars, as well as roll date conventions)
- A handful of tools for converting between discount factors and forward rates
- Function to "automatically sort ranges":http://code.google.com/p/finansu/wiki/Sorting that contain rows and columns of data
- Some formatting macros for "currencies":http://code.google.com/p/finansu/wiki/Currencies and "a few layout options":http://code.google.com/p/finansu/wiki/Layout that aren't easily accessible in Excel
!https://github.com/brymck/finansu/raw/gh-pages/img/quote.gif!
Homepage:
"http://code.google.com/p/finansu/":http://code.google.com/p/finansu/