The Excel Derivatives Periscope



Documentation on the Deriscope functions exported to Excel is avalable at here
Visual Basic is also supported: The
Deriscope VBA functions may be inserted in any Visual Basic code in order to access Deriscope from within VBA by following these Deriscope VBA Guidelines

Excel access to live feeds from several different providers is also supported and includes real time prices, historical data and company financial information.

The following pertains to Quantlib Version 1.21-dev
ORE Version 5: June 2020

There exist 54 financial products handled by Deriscope that are all regarded as special cases of Tradable
The link below defines what Tradable means and also contains the descriptions of all financial products in hierarchical fashion:

Tradable Group

The financial products may be alternatively segregated under the following asset classes:

Equity Products (18)

Foreign Exchange Products (21)

Commodity Products (18)

Interest Rate Products (28)

Credit Products (16)

Hybrid Products (11)

The following constructs supply the market information required in the pricing of the above products.

Yield Curve

Vol Curve

Dividend Curve

Credit Curve

Infl Crv

Historical Values


A list of identified QuantLib related issues - both bugs and warnings - is available