Deriscope

What is Deriscope?

Deriscope is a comprehensive Excel Add-In designed for financial institutions, corporate treasury departments, consultancies, and academic institutions involved in capital markets trading and risk management. It provides robust analytics for accurately pricing and assessing the risk of a wide range of financial derivatives, including bonds, interest rate swaps, options, structured notes, and more

Highlights

• Generates high-precision yield curves from externally provided market quotes of actively traded instruments
• Leverages the analytical power of QuantLib and ORE (sponsored by Quaternion Risk Management) to calculate the fair price, risk, and other properties of diverse derivatives
• Offers an Excel-integrated wizard to create real-time data feeds for stocks, ETFs, forex, cryptocurrencies, futures, options, and commodities
• Facilitates the construction of complex derivatives pricing and risk management spreadsheets through a streamlined data input process and a spreadsheet generation tool
• Supports integration with a company's existing systems through XML-based data exchange, enabling access to Deriscope functionality without relying solely on Excel