Deriscope

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Deriscope is an Excel Add-In used in financial institutions, such as banks, brokerages, hedge funds, pension funds, but also in other areas relating to capital markets trading, such as corporate and sovereign treasury departments, consultancies, universities etc. The end users are mostly front office traders, but also portfolio managers, risk managers, model validators, consultants, professors etc. The Add-In provides the analytics required in the calculation of the fair price, risk and several other mathematical aspects of a wide range of financial derivatives, such as bonds, interest rate swaps, cross currency swaps, inflation linked swaps, vanilla options, exotic options, structured notes etc. One of its salient features is the generation of yield curves out of externally provided market quotes of actively traded financial instruments.