Documentation
Deriscope Documentation as of 2023-03-27
The information exposed below is extensive and almost complete.
A quick and practical introduction to understanding and using Deriscope is best served by the Quick Guide
Documentation on the Excel Interface is avalable at Excel Integration
Documentation on the Deriscope functions exported to Excel is avalable at Deriscope Excel Functions
Documentation on using Deriscope in Visual Basic is available at Deriscope VBA
Documentation on using Deriscope to access real time prices, historical data and company financial information in Excel is avalable at Introduction to Deriscope: Live Feeds
The FAQ page contains a list of Frequently Asked Questions.
The section below is a fairly complete list of supported products and methodologies created programmatically directly from the Deriscope source code and therefore expected to faithfully reflect its state.
It pertains to Quantlib Version 1.28
ORE Version 1.8.7.0
There exist 57 financial products handled by Deriscope that are all regarded as special cases of the Deriscope Type Tradable
Tradable is one of the main Deriscope Types shown in the hierarchical chart below.
You may click on any graphical element to explore the corresponding type and also see the list of all its direct subtypes
A similar hierarchical chart of all financial products - i.e. subtypes of the Tradable type - is presented at the bottom of the Financial Instruments page
The financial products may be alternatively segregated in flat - i.e. non-hierarchical - fashion under the following asset classes:
Equity Products (18)
Foreign Exchange Products (21)
Commodity Products (18)
Interest Rate Products (31)
Credit Products (17)
Hybrid Products (12)
Just like all financial products are represented in Deriscope as subtypes of Tradable, all curves are represented as subtypes of Valuation
The Curve Building page describes the usage of the very important Yield Curve type and also includes a hierarchical tree of all market and curve constructs that are required in the pricing of financial instruments.