FinTools^® Software by MITI

Library of Financial Models, Functions and Templates for Excel, VB, VC++, PowerBuilder, Windows DLLs, Linux/Solaris LIBs and applications.

Option Models:

Black-Scholes
Modified Black-Scholes
Garman-Kohlhagen
Black 76
Black-Scholes French
Whaley (Quadratic)
Method of Lines (Carr)
Eurodollar Futures
Pseudo-American
Binomial

Cox-Ross-Rubinstein
Hull

Flexible Binomial

Discrete Cash Flows
Bermuda-Style Exercise
Stepped-Strike
Yield Curve Discounting
Repo Rate Financing

Jump-Diffusion
Constant Elasticity of Variance (CEV)
Gram-Charlier
Capital Budgeting (option based analysis)

Option-based Critical Ratio (Dixit and Pindyck)
Net Present Value
Internal Rate of Return
Modified Internal Rate of Return

Monte Carlo Methods (custom)
Finite Difference (custom)
Option Portfolio Optimization (custom)
Options Position Analysis
Options Position Analysis Real-Time

Options Functions:

Theoretical Value
Delta
Gamma
Theta
Vega
Implied Volatility
Intrinsic Value
Lambda
Rho
Psi
Strike Sensitivity
Implied Strike
Functions for creating systhetic options

Exotics Option Models:

Average

Price (Geometric)
Price (Arithmetic)
Price (Vorst)
Rate
Strike

Barrier

Down & Out
Down & In
Up & Out
Up & In

Binary

Barrier (28 Variations)
All or None
Gap
Chooser

Chooser

Simple
Complex

Compound

Call on Call
Call on Put
Put on Call
Put on Put

Currency-Translated

Quanto

Double Barrier

Knockout
Knockin
European
American

Lookback
Portfolio
Rainbow
Ratchet
Spread

Black-Scholes
Margrabe
Binomial
American
European

Bonds Types:

US Treasury
US Agency
US Corporates
US Municipals
Actual/Actual
30/360
30e/360
30/365
30/360
Zero Coupons
Stepped Coupons (Step-ups)
Money Market
Discounted

Treasury Bills
Commercial Paper
Bankers Acceptances

Certificate of Deposits

Bond Functions:

Yield to Maturity
Clean Price
Accrued Interest
Dirty Price
Duration
Modified Duration
Convexity
Value of .01
Value of 32nd
After-Tax Yields
Total Tate of Return
Many more

Cash Bond Options:

Price Diffusion

Black-Scholes
Whaley
Method of Lines
Binomial

Yield Diffusion

Rendleman and Barrter Binomial
Vasicek
Hull-White

Utility Functions:

Date

Option Expiration Dates

Futures

Basis
Implied Repo Rate
Theoretical Price

Interest Rate Conversions

BEY to Continuous
Term to Annual
LIBOR to Continuous

Present Value of Cash Flows

Yield Rate Generator

Symbol

Finder
DDE Linker
Generator
Translator

Volatility

Historical
Close to Close
High-Low
High-Low-Close
Implied Range
Probability
Skew
Surface

Yield Curve Interpolation

Risk Functions:

Price Distribution Statistics

Autocorrelation
Dagostino
Lomb
Outliers
Price Confidence
Price Trend

Value at Risk

Equity Portfolio
Futures Portfolio
Options Portfolio

Efficient Frontier
Options Covered Protected
Hedge
EGARCH
Financial Analyst

Beta CAPM
Sharpe Ratio