FutCalc - Futures Calculator

FutCalc is an Excel addin which evaluates Futures fair values, deltas, thetas, rhos. premium, basis, index value and implied dividend of the Future. The index value is what the underlying's spot value
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FutCalc - Futures Calculator Ranking & Summary

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  • Rating:
  • License:
  • Trial
  • Price:
  • USD 69.50
  • Publisher Name:
  • FIS Ltd
  • Publisher web site:
  • http://www.fis-group.com
  • Operating Systems:
  • Windows
  • File Size:
  • 44 KB

FutCalc - Futures Calculator Tags


FutCalc - Futures Calculator Description

An Excel addin which evaluates Futures fair values, deltas, thetas, rhos. premium, basis FutCalc is an Excel addin which evaluates Futures fair values, deltas, thetas, rhos. premium, basis, index value and implied dividend of the Future. The index value is what the underlying's spot value should be given futures price. The implied dividend shows how the future's fair value differs from the market price. Spreadsheet template provided which highlights all the features of FutCalc together with what-if analysis and charting. Users can customize the template or write their own spreadsheets to price Futures and manage portfolios. Users can also take advantage of all Excel features such as fetching Futures details & position information from a database or price data from a real-time feed via DDE before using FutCalc for risk management analysis. FutCalc is developed for optimal performance, ease of use and to behave just like any other Microsoft Excel function such that similar to Microsoft Excel functions, FutCalc can be called from Excel VBA macros, or by using the paste function wizard found by selecting "Insert => Function..." from the Excel menu, or by entering the function directly into the cells. FutCalc is used by Professional Traders.


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