Deriscope

The Excel Derivatives Periscope

Products

Products

The following pertains to Quantlib Version 1.11


There exist 43 financial products handled by Deriscope that are all regarded as special cases of Tradable
The link below defines what Tradable means and also contains the descriptions of all financial products in hierarchical fashion:

   
Tradable Group


The financial products may be alternatively segregated under the following asset classes:

   
Equity Products (15)

   
Foreign Exchange Products (15)

   
Commodity Products (16)

   
Interest Rate Products (19)

   
Credit Products (10)

   
Hybrid Products (6)


The following constructs supply the market information required in the pricing of the above products.

   
Yield Curve

   
Vol Curve

   
Dividend Curve

   
Credit Curve

   
Inflation Curve

   
Historical Values

   
Prices


A list of identified QuantLib related issues - both bugs and warnings - is available
here