The calculator evaluates futures fair values, deltas, thetas, rhos. (the gamma and vega exposure for Futures are zero)Futcalc also determines the premium, basis, index value and implied dividend of the future. The index value is what the underlying.s spot value should be given futures price. The implied dividend shows how the future.s fair value differs from the market price. Spreadsheet template provided which shows how to use all the features of addin together with whatif analysis and
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Publisher: FIS Ltd
| Date added: 2007-07-21 |
Rating:  |
Downloads: 7669 |
| File size: 43KB |
| Language: English |
| License: Shareware |
| Price: $69.50 |
| Limitations: Free to Try |
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| OS: Win98,NT,2000 |
| Requirements: No special requirements |
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