Deriscope

The Excel Derivatives Periscope

Quick User Guide

Deriscope's Excel interface is so intuitive that even first-time users should be able to build and price financial products without a special learning course.
Tooltips and detailed descriptions appear as soon as GUI elements or spreadsheet cells are selected.
While a detailed Documentation is available, the most critical features are demonstrated in the following instructional material:

Videos

1) A 9-minute introductory video tutorial on how to use Deriscope to build and price a Stock Option in Excel.

Introduction to Deriscope - Part 1

The blog article Introduction to Deriscope - Part 1 contains the following sections:

1) Auto-generation of spreadsheet formulas
2) Context-based, dynamically generated Documentation
3) User friendly diagnostics

Introduction to Deriscope - Part 2

The blog article Introduction to Deriscope - Part 2 contains the following sections:

1) The Deriscope Taskpane
2) The Input Area
3) The Type Selector
4) The Function Selector
5) The Browse Area
6) The Go Button
7) The Created Object
8) Trivial Object
9) Info on a Key Cell
10) Info on a Value Cell
11) Listing of Applicable Functions

Introduction to Deriscope - Part 3

The blog article Introduction to Deriscope - Part 3 contains the following sections:

1) The Price Function in the Wizard
2) Displaying and Hiding the Optional Parameters
3) Viewing and Editing the Objects in the Browse Area
4) Using the Go Button
5) Editing the Data in the Spreadsheet

Introduction to Deriscope - Part 4

The blog article Introduction to Deriscope - Part 4 contains the following sections:

1) Deriscope Formula Syntax Rules
2) Color Rules
3) Syntax Rule: One input range
4) Syntax Rule: Several input ranges
5) Type and Function
6) Use Clone instead of Create
7) How to Display any Object Contents in the Spreadsheet
8) Use dsMergeH and dsMergeV to merge Input Ranges

The following are somewhat more specialized but still demonstrate aspects that are relevant to several diverse application areas.

Construction of Yield Curves

1) Basic Yield Curve Building out of deposit rates
2) Yield Curve Building out of deposits, futures and swaps
3) Viewing the Cash Flows of all the Yield Curve Instruments
4) Dealing with a Yield Curve Bootstrapping Failure

Interest Rate Swap Pricing

1) Creating a Fixed-to-Floating Swap
2) Inspecting the Cash Flows of a Fixed-to-Floating Swap
3) Calculating the price of a Fixed-to-Floating Swap
4) Flat DV01 of a Fixed-to-Floating Swap
5) Bucket DV01 of a Fixed-to-Floating Swap

Portfolio Pricing

1) Price, DV01, Cash Flows of Portfolio of Interest Rate Swaps