FUTCAL32 7.0 Ranking & Summary
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File size: 28K
Platform: Windows 9X/ME/NT/2K/2003/XP/Vista
Date added: 1998-10-07
Publisher: Nilesh Doshi
FUTCAL32 7.0 description
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 underlyings spot value should be given futures price. The implied dividend shows how the futures 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 charts.
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