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We will release soon

Our extension to Mathematica^®:
Excel Access Kit

• Microsoft Excel is the primary tool for traders to model new instruments
• Models get implemented as
  • VBA
  • XLL/DLL
  • OLE
• we just read from and write to Excel
• we use VBA-routines directly to avoid the recalculation mechanism from Excel
• XLL/DLLs build for Excel we mainly use without Excel
• we can use pricing models provided as OLE directly
• distributed calculation with Excel is possible

Visualization of the value profile of a quanto option modelled in an Excel spreadsheet:

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