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.

  • Non-Standard Options
    • 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
      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
      Price Trend
      Price Confidence
      Volatility Study
  • Custom Series
    • Volatility:
      Volatility skew matrix
      Volatility surface

Schedule your free FinTools XL live demo today.