UTILITY XL

UTILITY XL is a Microsoft Excel add-in program that provides a comprehensive set of financial utility functions.

The program provides custom functions and utilities for calculating historical volatilities, volatility skews, futures,
present value of cash flows, expiration dates, and interest rate conversion.

Advanced statistical tools are now offered for detailed return distribution analysis.

• Financial Utility Functions
  • Date
    Expiration dates for options
    nth day calculations
  • Financial:
    Financial functions for financial contract pricing and risk management
  • Futures:
    Basis, Futures Theoretical value, Implied yield
    Commodities, financials, FX and index contracts
  • Foreign Exchange :
    Foreign Exchange functions for financial contract pricing and risk management
  • Rate:
    Interest rate conversions for options and bonds
    BEY to continuous
    LIBOR to continuous
    Continuous to annualized
    Many other conversions
  • Volatility:
    Historical volatility calculations
    Close-to-close
    High-low
    High-low-close
    Cross volatility
    Dividend-adjusted close-to-close
  • Yield:
    Present value of cash flows
    PVCF to yield rate calculation
    Yield interpolation
• Wizards
  • Symbol Wizard:
    Generates option symbols & DDE links
    Signal and FutureSource
  • Volatility Wizard:
    Moving average volatility charting
    Shows changes in volatility over time: shocks and seasonal effects
    Ideal for FAS123 compliance
• Statistics Series
  • Statistics:
    Advanced analysis of price changes
    Autocorrelation
    Dagostino
    Distribution
    Lomb
    Outliers
    Price Trend
    Price Confidence
    Volatility Study
• Custom Series
  • Volatility:
    Volatility skew matrix
    Volatility surface