The Excel Derivatives Periscope



The following pertains to Quantlib Version 1.12

There exist 45 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 (17)

Foreign Exchange Products (17)

Commodity Products (18)

Interest Rate Products (20)

Credit Products (11)

Hybrid Products (7)

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

Yield Curve

Vol Curve

Dividend Curve

Credit Curve

Inflation Curve

Historical Values


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