UNIVEXOT - Universal Exotics Add-in (version 8.2)

 

The exotics add-in calculates prices, sensitivities and implied volatilities of Exotic options, including Average price (Asian), Barrier and double Barrier (Knock-out and Knock-ins), Quanto Basket Asian options, Digital, Compound, Contingent, Ladder, Lookback and one and two Touch options on bonds, commodities, currencies, futures and shares (including constant dividend streams and discrete dividend payments). Windows Barriers also supported (windows can be up front, in middle or at end). For maximum flexibility and sensitivity testing, it allows the user to choose to either a numerical (e.g. binomial tree) algorithm or a flexible Monte Carlo simulation algorithm. Smoother handling of barriers are implemented to improve accuracy of numerical models.

 

With a single function call, UNIVEXOT calculates the full sensitivities of Spread and Power options. UNIVEXOT also analyses two asset Rainbow options where any user specified pay off formula can be entered.

 

When UNIVEXOT is combined with UNIVOPT, you have a formidable combination for most standard and exotic options in an easy to use package.

 

The Universal Exotics Add-in requires UNIVOPT - Universal Options Add-in.

 

Cost of UNIVEXOT is US$ 799

 

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our 17 main software packages for US$ 29,999 (This would be a massive saving of over US$ 14,300)

 

Screen grab from our sample spreadsheet UEAexamp.xls

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