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FinTools ® Software

FinTools ® Software

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FinTools ® Software

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  1. FinTools® Software Montgomery Investment Technology, Inc. Financial Modeling Software and Consulting

  2. OPTIONS XL EXOTICS XL BONDS XL UTILITY XL RISK XL QuoteTools SigTools Option Tracker Financial Calculators OptionsCalc ExoticsCalc BondsCalc VolatilityCalc CONTENTS What is FinTools®? MITI Mission

  3. What is FinTools® ? • Spreadsheet and Database “Add-In” Programs • Financial Function Libraries for Developers for Options, Exotics, and Bonds Pricing, and Risk Management • Statistical tools for analyzing historical price distributions

  4. Customer Benefits • Cost effective and market tested financial modeling software • Meets the needs of financial institutions, traders and corporations in today’s changing markets • Pricing and risk management functionality • Expert product support • Corporate License discounts

  5. FinTools® Modules • Option, Exotic, and Bond Pricing Models for you Spreadsheet, Database or Application: • OPTIONS XL • EXOTICS XL • BONDS XL • UTILITY XL • RISK XL

  6. “ What-If ” Scenario Analysis OPTIONS XL • Premium Series • Flexible Binomial • Eurodollar Options • Custom Models • Real Options OPTIONS XL

  7. OPTIONS XL Premium • Black-Scholes • Modified Black-Scholes • B-S Pseudo-American • Black (futures) • Garman-Kohlhagen (FX) • French • Eurodollar Options • Binomial • Jump-Diffusion, CEV, Lines (custom)

  8. Function: OptionsBS()

  9. OPTIONS XL Templates

  10. OPTIONS XL Binomial Illustrated

  11. OPTIONS XL Flexible Binomial OPTIONS XL Flexible Binomial Series allows: • Flexible input of key option variables • Stepped strikes, changes in yield over time • Discrete cash flows, multiple interest rates, repo rate • Hybrid ("Bermuda" style early exercise) • American and European style options

  12. Function: OptionsFlexBin()

  13. FAS123 Toolkit

  14. FAS123 Wizard

  15. FAS123 Wizard

  16. Average Barrier Binary Chooser Compound Currency-Translated Lookback Portfolio Rainbow Spread EXOTICS XL

  17. Theoretical Value and sensitivities of European style Average Price / Rate options using a closed form geometric average model. Monte Carlo method for time frequency adjustments Theoretical Value and sensitivities of European style Average Price/Rate options using a closed form arithmetic average model. Monte Carlo method for time frequency adjustments EXOTICS XL Average

  18. EXOTICS XL Calculator

  19. EXOTICS XL Barrier • Allows you to calculate the theoretical value, delta, gamma, theta, vega, implied volatility and intrinsic value of European style “Knockout” and “Knockin” options using a closed form approach. • Binomial method for American-style and Double Barrier options. • Monte Carlo method for time frequency

  20. EXOTICS XL Help File

  21. EXOTICS XL Binary • Allows you to calculate the theoretical value and sensitivities of more than 25 European style “Binary” options using a closed form approach.

  22. EXOTICS XL Chooser • Allows you to calculate the theoretical value and sensitivities of European style options using a closed form approach.

  23. EXOTICS XL Compound • Allows you to calculate the theoretical value, delta, gamma, theta, vega and implied volatility of European style Compound options on options using a closed form approach.

  24. EXOTICS XL Lookback • Allows you to calculate the theoretical value, delta, gamma, theta, vega and implied volatility of European style Lookback call and put options using a closed form approach. • Monte Carlo method for time frequency

  25. EXOTICS XL Rainbow • Allows you to calculate the theoretical value and sensitivities of European style options using the Rainbow model.

  26. Allows you to calculate the theoretical value of European style Futures Spread options using a “Black-Scholes approach”. Allows you to calculate the theoretical value of European style spread options using the “Quasi-Binomial approach” and a “Binomial-tree approach”. EXOTICS XL Spread

  27. EXOTICS XL Spread Option Template

  28. BONDS XL • SIA Standard • International Day Count • Money Market • Bonds Futures • Stepped Coupon • SIA and MSRB Compliant • Bloomberg Compatible

  29. BONDS XL US Standard • Provides all the standard calculations for: • US Treasuries • US Agencies • US Corporate • US Municipals • Includes calculations for bonds that are callable at a premium, and odd-first coupon bonds

  30. BONDS XL International • Adds international bond day count calculations: • Actual/Actual • 30e/360 • Actual/365 • Various coupons frequencies and compounding frequencies may be specified.

  31. BONDS XL Calculator

  32. BONDS XL US Bond Futures • US Bond Futures calculations: • Conversion factor • Basis price • Break-even rate • Net carry

  33. BONDS XL Money Market • Bills and Eurodollar • Act/360, discounted securities • CDs • Interest at maturity securities

  34. BONDS XL Stepped Coupon • Multiple coupons over the life of the bonds • Example: Zero coupon for 5 years, then 7% coupon for remaining life • Total rate of return calculations

  35. BONDS XL Stepped Coupon

  36. UTILITY XL • Montgomery Investment Technology offers UTILITY XL which is designed to be used in conjunction with OPTIONS XL, EXOTICS XL, and BONDS XL. • UTILITY is updated frequently as new functions are added.

  37. UTILITY XL • Historical Volatility • Advanced Price Distribution Statistics • Forex Calculations • Futures Basis • PV of Dividend Flows • Option Symbol Creator and Translator • Option Expiry Dates UTILITY XL • Option Expiry Dates • Forex Calculations • Futures Basis • Options Symbol Creator and Translator • Historical Volatility • Advanced Statistics FinTools for Excel

  38. UTILITY XL Volatility Functions

  39. UTILITY XL Volatility Wizard

  40. Volatility Wizard Chart

  41. UTILITY XL Interest Rate Converter

  42. RISK XL • Calculates Value at Risk for a portfolio consisting of: • Equities • Foreign Exchange (FX) • Futures

  43. QuoteTools • Microsoft Excel add-in • Automatically imports and formats CBOE option and LEAP data into Excel

  44. QuoteTools

  45. SigTools • Provides macros to automatically generate Signal DDE links within spreadsheet • DDE- Dynamic Data Exchange -allows to link real-time, delayed, or end-of-the-day financial data into Excel spreadsheet

  46. SigTools

  47. Option Tracker For ESOs • Software package to track and value employee stock option plans • Enables grants to be valued in the same database that stores employee and grant information • Easy 2- Step Process- Administration and Valuation

  48. Option Tracker: Administration • Employees, Grants, Transactions, and Reports

  49. Option Tracker: Valuation • Volatility, Dividends, Interest Rates and Valuation

  50. OptionsCalc • An Options calculator that uses Black-Scholes, Whaley, Binomial, and Flexible Binomial Models • Includes theoretical value, risk sensitivities, implied volatility and charts