FAS123 Toolkit
The FAS123 Toolkit is an easy-to-use software toolkit that provides custom functions, templates and "wizards" for compliance with FAS 123R and SEC regulations.
The application is installed as an Excel “Add-In” for seamless and flexible integration into your existing reports. Step-by-step wizards are available to guide you through key calculations.
Professional templates are provided for clear illustration and documentation of the valuation functions as well as for your use in FAS123R Reporting.
Numerous option-pricing models are available to accurately calculate the Fair Value of your options while offering the capability to perform detailed what-if analysis for planning purposes.
Available models that are acceptable under FAS 123R Standard include the Black-Scholes, Whaley, Pseudo-American, Binomial C-R-R and Minimum Value.
Historical Volatility calculations, including adjustments for dividend-paying stocks, are available to assist in the estimation of projected volatility, a key input for pricing options.
Toolkit
Toolkit Basic
FAS 123
- Option-Pricing Models
- - Black-Scholes
- - Binomial
- Historic Volatility
Toolkit Plus
FAS 123 & 148
- ESO Cost Attribution
- Option-Pricing Models
- - Flexible Binomial
- - Options Lattice Barrier
- ESPP Fair Value Calculation
Toolkit Advanced
FAS 123(R)
- Option-Pricing Models
- - Lattice Exercise Behavior
- - Flexible Monte Carlo
- - Gram Charlier
- Alternative ESO Models
- - Average Price
- - Barrier
- - Lookback
- - Index







