UTILITY XL

UTILITY XL is a Microsoft Excel add-in program that provides a comprehensive set of financial utility functions. The program provides custom functions and utilities for calculating historical volatilities, volatility skews, futures, present value of cash flows, expiration dates, and interest rate conversion. Advanced statistical tools are now offered for detailed return distribution analysis.

Financial Series

Date	Expiration dates for options  nth day calculations
Financial	Financial functions for financial contract pricing and risk management
Futures	Basis, Futures Theoretical value, Implied yield  Commodities, financials, FX and index contracts
Foreign Exchange	Foreign Exchange functions for financial contract pricing and risk management
Rate	Interest rate conversions for options and bonds  BEY to continuous  LIBOR to continuous  Continuous to annualized  Many other conversions
Volatility	Historical volatility calculations  Close-to-close  High-low  High-low-close  Cross volatility  Dividend-adjusted close-to-close
Yield	Present value of cash flows  PVCF to yield rate calculation  Yield interpolation

Wizards

Symbol Wizard	Generates option symbols & DDE links Signal and FutureSource
Volatility Wizard	Moving average volatility charting Shows changes in volatility over time: shocks and seasonal effects Ideal for FAS123 compliance

Statistics Series

Statistics

Advanced analysis of price changes Autocorrelation Dagostino Distribution Lomb Outliers Price Trend Price Confidence Volatility Study

Custom Series

Volatility

Volatility skew matrix Volatility surface

Download

Free trial version

Support

Online Documentation for UTILITY XL