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Comprehensive Set of Functions FinExotics XL has one of the most comprehensive set of exotic option functions in the industry with nearly 50 different functions to choose form. It covers a wide array of exotic option categories such as: Asian, binary, barrier, currency translated options, lookback options, multiple asset, and multiple exercise options.
Complete Price and Risk Sensitivities Each FinExotics XL function can calculate price and the risk sensitivities as well as implied volatility, implied strike and implied correlation. The risk sensitivities include the sensitivity to price (delta and gamma), time (theta), volatility (vega), interest rate (rho), yield rate (psi), elasticity (lambda), and correlation (chi).
Yield Rate Adjustment Each FinExotics XL functions can adjust for yield rates, which allows exotic option analysis on various financial instruments.
American and European Style Options There are functions for evaluating either American or European style exotic options.
Context Sensitive Help Only FinExotics XL has context sensitive help associated with every function. Now help with any function is only a click away.
Informative Error Messages Only FinExotics XL provides informative error messages (no more #VALUE messages). Each function returns an intuitive error message if there is a problem with the input. Input errors can easily be diagnosed with intuitive error messages.
Complete Error Message Documentation FinExotics XL documentation provides a list of all of the possible errors messages can be generated. This gives the user a more detailed description of the error message.
Fast Accurate Calculations FinExotics XL was developed with speed in mind. Each function has been extensively tested to assure its accuracy.
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