CapeTools QuantTools XL (Excel Addin) is a very useful financial instrument modelling toolkit for Microsoft Excel.

The Addin contain more than 2100 functions for managing, pricing and risk management of fixed income derivatives, interest rate derivatives, foreign exchange derivatives, credit derivatives, equity derivatives and commodity derivatives. FpML files can also be queried (via XPath).

Here are some key features of "CapeTools QuantTools XL 2":

■ Financial Objects

■ Equity pricing

■ MonteCarlo pricing

■ Interest Rate Risk Management

■ YieldCurve Strippers

Requirements:

■ 512MB RAM, 200MB HD space

Limitations:

■ 14 days trial