What Does It Do?
FinAnSu aims to provide user-friendly tools for use in financial applications. The add-in is in its development stages, but it currently offers:
- Live, streaming web import capabilities (Excel 2002+), including custom functions for easily importing security prices from Bloomberg.com, Google Finance and Yahoo! Finance
- Functions that can parse CSVs on the web, including custom functions to easily import stock quote data from Google Finance and instrument data from the Fed H.15 release (yields for Fed Funds, commercial paper, Treasuries, interest-rate swaps, etc.).
- Basic options pricing, including Black-Scholes, the options Greeks and a few more complex options models
- A bit on FRAs (forward rate agreements)
- A continuously compounded rate interpolator (need to add more: linear, cubic, cubic spline, etc.)
- A Federal Reserve holiday calculator (need to add more for different calendars, as well as roll date conventions)
- A handful of tools for converting between discount factors and forward rates
- Function to automatically sort ranges that contain rows and columns of data
- Some formatting macros for currencies and a few layout options that aren't easily accessible in Excel
Follow the directions on the install page to get FinAnSu up and running.