MCPExcel
MCPExcel is a tool for the Mathema Calculation Plus library(MCP). Users can not only value and price assets in Excel but also accomplish complex tasks such as batch pricing, batch valuation, regulatory reporting, and strategy analysis by customizing Python scripts. Free trial available, we look forward to your experience! MCPExcel runs in the Python 3.9.7 environment, and it is recommended to directly install the Anaconda software. For the download link and detailed steps, please click on the "Installation Guide".
Release Note
Latest version：1.2.0 Kernel version：1.2.14900 Release date：2024/11/13
- It supports the valuation and pricing of interbank products such as foreign exchange, commodities, stock indices, fixed-income bonds, interest rate swaps, cross-currency swaps, and more.
- New structured options with local volatility, supporting LocalVol (Dupire), LocalStochasticVol (Heston SLV), and ImpliedVol (BlackScholes)
- Support structured options that are not linked to commodities, stock index options, or commodity stock indices