Choose the button that matches the bitness of your Excel installation (which may differ from the bitness of your operating system).
All Windows Excel versions from Excel 2000 to Excel 2019 are supported.
You are adviced to uninstall your previous Deriscope version before you install a new release.
Deriscope installation is user-specific and requires no admin rights. More than one users on the same computer will have to install their separate user-specific Deriscope Add-In but they can benefit from sharing the same license. You can easily uninstall Deriscope at any time through the windows control panel as you would uninstall any other windows application.
You can use them without license, but then the usage constraint mentioned above applies.
Unlimited usage is granted under any of the licenses offered at this page.
They provides you with actual bid-ask quotes on US stocks and currencies and allow you to place simulated market orders.
Since the quotes are not time-delayed, you can link your trading decisions on real time news feeds.
You may also use Excel's flexible spreadsheet environment to design and test your own trading signals.
Video tutorial on Stock Simulator
Video tutorial on Stock Simulator - version 2
Video tutorial on Forex Simulator
The shown amount is paid at the start of each one-month period.
Each subscription runs indefinitely (until cancelled) at the fixed price indicated here.
You have the right to cancel the subscription at any time without penalty.
You can specify the desired number of users in the checkout screen when you place an order.
Free upgrades are included during the first 12 months since the time of purchase.
If you want to upgrade past the first 12 months, you would need to cancel your subscription and start a new one at the then stated monthly price.
Customer support is available throughout the life of the subscription
You will receive the license code by email instantly after placing the order.
The following discount rates that apply on the total undiscounted amount are offered depending on the number of users:
2 - 4 users: 10%
5 - 9 users: 15%
10 or more users: 20%
Click on the green labels in the table below for details.
Click on the shopping carts 🛒 to place a purchase order.
Please install Deriscope and ensure it works properly as no refund can be issued after a license purchase!
You should also read the Terms and Policies before using this software.
| License
Immediately after you buy a license, you will receive by email a code.
Provided that you have already installed Deriscope, when you start Excel and click on the Deriscope ribbon item, you will be asked by the Deriscope wizard to enter that code. This would create a local cdm file in your computer. You will be able to see the location of that file through the wizard. As long as that file stays in that location and your monthly subscription payments are settled when they are due, you will be able to use Deriscope according to your license terms Apart from a periodical license status verification and a likely usage of live feeds, no remote servers are involved since all required Deriscope dlls are locally stored in your pc.close |
Price (ex VAT) Fixed Devices Allows the activation of the Deriscope license and the simultaneous Deriscope usage on X devices, where X is the number of users specifed when the license is purchased.
It is generally possible to reconfigure the license so that it applies on a different set of X devices, if a need arises. The displayed price is the before taxes monthly subscription amount per user in USD. The final price that you will see in your cart will be in your local currency and may be slightly higher if you live in a jurisdiction where transaction taxes apply.close |
Price (ex VAT) Variable Devices Allows the installation of the Deriscope license on an unlimited number of devices
Up to X of these devices may then run Deriscope simultaneously, where X is the number of users specifed when the license is purchased. This arrangement allows up to X users to run Deriscope simultaneously regardless of whicg device they happen to use. The displayed price is the before taxes monthly subscription amount per user in USD. The final price that you will see in your cart will be in your local currency and may be slightly higher if you live in a jurisdiction where transaction taxes apply.close |
Live Feeds Cash Flows
Live Feeds refers to the acquisition of real time market data and historical time series from various providers as explained here.
Cash Flows refers to the computation of projected future cash flows, such as bond coupons, swap payments etc. In case these flows rely on certain curves, then they will be computable only if your license also supports the creation of these curves. Showcase example: Swap.close |
Bond Maths
Bond Maths refers to the computation of bond metrics such as clean price, duration, convexity etc.
In case these metrics rely on certain curves, then they will be computable only if your license also supports the creation of these curves. Showcase example: Bond in Excel. Technical details Bond Description and Bond Functions.close |
Pricing VaR
Pricing refers to the calculation of the fair value - also known as NPV (Net Present Value) - of all asset types listed under COVERAGE.
Showcase examples: FX Forwads & Swaps, Currency Swaps, Stock Option, American Option, Asian Option, Swaption, CDS. Technical details here. VaR refers to the Value at Risk computation of a single asset or a portfolio of assets. All licence types, except the Professional, carry the constraint that the number of simulated scenarios does not exceed 1,000 and the number of assets in any given portfolio does not exceed 5. The VaR of a certain tradable can be only computed if your license supports the pricing of that tradable. Technical details here.close |
Flat Curves
Flat Curves generally refers to curves created with a single number as the market input.
The typical example is a yield curve that represents a constant (flat) continuous compounded interest rate. Exceptionally curves that cannot be created as flat - such as discrete dividend and inflation curves - are also supported. Note that flat curves represent a good approximation in several real life situations. As a matter of fact, they carry on approximation cost in the case of single terminal cash flows, such as European Options or Zero Bonds.close |
1-dim Curves
1-dim Curves refers to a curve construction out of one-dimensional market data.
An example is a yield curve built out of an array of swap rates. Another example is a volatility curve built out of an array of maturity-dependent vols. Showcase examples: Domestic Yield Curve --- Foreign Yield Curve. Technical details on all curves at the bottom of COVERAGE.close |
Multi-dim Curves
Multi-dim Curves refers to a curve construction out of two-dimensional (or higher) market data.
An example is a volatility curve built out of a table of vols that depend on both maturity and strike. Showcase example: Swaption Volatility Cube. Technical details on volatility curve types here.close |
Non-Flat Risk
Non-Flat Risk refers to the generation of an array (or arrays) of NPV changes, where each array element holds the NPV change caused by a shift in a specific input market rate.
For example, the NPV may depend on a yield curve built out of 1 deposit, 5 futures and 10 swap rates. Then the non-flat risk wrt this yield curve would appear as three arrays, totalling 16 elements.close |
| No license | $0 | $0 | limited
Live feeds are limited to last traded price and time.
Historical time series include only the first 30 rows Certain ticker symbols - such as MSFT and GOOG - and the AUD/CHF currency pair are granted full access for demonstration purposes. Cash flows are reported to the extent they rely on flat curves only.close |
limited
The following bond functions are supported:
Clean Price --- Dirty Price --- Yield --- Duration --- Settlement Value --- Start Date --- Maturity Date --- Previous Cash Flow Date --- Next Cash Flow Date --- Previous Cash Flow Amount --- Next Cash Flow Amount --- Previous Coupon Rate --- Next Coupon Rate --- Is Tradable Technical details on these functions hereclose |
limited
VaR output is limited to two numbers: Absolute and percentage VaR.
Pricing is supported on the following products: Asian Option --- Basket Option --- CapFloor --- CDS --- Fixed Rate Bond --- FX Forward --- FX Option --- Ibor Rate Bond --- Inflation Swap --- Lookback Option --- Quanto Option --- Spread Option --- Stock Index Portfolio --- Stock Option --- Stock Portfolio --- Vanilla IRS --- Vanilla Swaption --- Zero Bond With respect to Stock Option and FX Option the following pricing methods are supported: AnalyticEuropean --- AnalyticDividendEuropean --- BaroneAdesiWhaleyApproximation --- BinomialVanilla --- FdBlackScholesVanilla --- FDEuropean --- MCEuropean Technical details on these pricing methods here With respect to Vanilla Swaption the following pricing methods are supported: Black --- TreeHullWhite Technical details on these pricing methods here With respect to CapFloor only the Black pricing method is supported. Technical details on these pricing methods hereclose |
✔ | ✖ | ✖ | ✖ |
| Live Feeds | $9 50 🛒 |
$10 45 🛒 |
✔ | as above | as above | ✔ | ✖ | ✖ | ✖ |
| Basic | $39 🛒 |
$43 🛒 |
✔ | limited
The following additional bond functions are also supported:
Convexity --- Accrual Start Date --- Accrual End Date --- Reference Period Start --- Reference Period End --- Accrual Period --- Accrual Days --- Accrued Period --- Accrued Days --- Accrued Amount --- KRD -- BPS --- ATM Rate Technical details on these functions hereclose |
limited
Full unrestricted VaR output that includes error estimates and probability distributions.
Pricing is also supported on the following additional products: Asset Swap --- Cliquet Option --- Cms Rate Bond --- Commodity Option --- Fixed Float IRS --- Fixed Float Swaption --- Float Float IRS --- Float Float Swaption --- Forward Start Option --- Inflation Bond --- Inflation Option --- Option On Maximum --- Option On Minimum --- Power Exchange Option --- Quanto Forward Start Option --- Stock Index Option --- Variance Swap With respect to all vanilla options the following additional pricing methods are also supported: AnalyticDigitalAmerican --- AnalyticBarrier --- AnalyticBSMHullWhite --- AnalyticHeston --- Bates --- BjerksundStenslandApproximation --- BlenmanClarkRSO --- JumpDiffusion --- FDBermudan --- FDDividendEuropean --- FDDividendAmerican --- FdHestonVanilla --- FdHestonBarrier --- MCAmerican --- MCBarrier --- MCDigital --- MCEuropeanHeston Technical details on these pricing methods here With respect to Vanilla Swaption the following additional pricing methods are also supported: Bachelier --- BlackDisplaced --- Gaussian1d --- TreeBlackKarasinski --- TreeVasicek --- TreeCIR --- TreeExtendedCIR Technical details on these pricing methods here With respect to CapFloor the Bachelier and BlackDisplaced pricing methods are also supported. Technical details on this pricing method hereclose |
✔ | ✔ | ✖ | ✖ |
| Standard | $199 🛒 |
$219 🛒 |
✔ | ✔ | VaR limited Pricing is fully included, but the VaR restriction remains that the number of simulated scenarios does not exceed 1,000 and the number of assets in any given portfolio does not exceed 5.close
|
✔ | ✔ | ✔ | ✖ |
| Professional | $599 🛒 |
$659 🛒 |
✔ | ✔ | ✔ | ✔ | ✔ | ✔ | ✔ |
The shown amount is paid only once.
Each license grants perpetual access to the Deriscope version as of the time of purchase and also to any free upgrade.
Free upgrades are included during the first 12 months since the time of purchase.
You can specify the desired number of users in the checkout screen when you place an order.
If you want to upgrade past the first 12 months, you would have to pay the difference between your purchase price and the then price of the version into which you wish to upgrade.
Customer support is available for ever.
You will receive the license code by email instantly after placing the order.
Further details on how the License is managed, the meaning of the two Price columns and the coverage of each License are as in the subscription table above.
The following discount rates that apply on the total undiscounted amount are offered depending on the number of users:
2 - 4 users: 10%
5 - 9 users: 15%
10 or more users: 20%
Please install Deriscope and ensure it works properly as no refund can be issued after a license purchase!
You should also read the Terms and Policies before using this software.