Tool


FinPricing offers:

Four user interfaces:

  • Data API.
  • Excel Add-ins.
  • Model Analytic API.
  • GUI APP.

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Pricing Analytic Tool

FinPricing covers a broad range of financial products via Excel Addins and APIs. Check our product brochure

The APIs support a wide variety of languages. The following features distinguish us from any other vendors:

  • Unified Interfaces: Make Exel and API calls much more manageable, reliable, and cost-effective.

  • Flexible Control: Allow users to select various pricing options for valuation, such as, pricing model, dividend model, volatility model, discount model, etc.
  • Integrated Solution: Excel tools and APIs can be integrated with our data service.

All our models are double verified by two indenpedent groups

  • Model Validation Group: From theoretical perspective, verify model soundness, implementation, and all boundary cases.
  • Valuation Price Control Group: From market perspective, compare our model prices with market prices obtained from dealers/brokers.


Data Analytic Tool

We provide market data analytic tool that allows user to construct curves and implied volatility surfaces. The tools are very flexible. For instance, it allows users to select either LIBOR or SOFR or OIS discounting.

Trading Tool

The analytic tools give users valuable insights into financial products and markets. They are commonly used by traders and risk managers for model validation, intraday, what-if scenario, sensitivity and profit & loss (P&L) analysis. With the tools, the benefits of complex trading and risk management are not anymore reserved for only large institutions.



Most Popular Tools

1. Math Tools

  • Time Series Tool
    • AR Model
    • ARCH Model
    • GARCH Model
    • Ljung-Box Test
  • Probability Tool
    • Normal CDF
    • Cumulative Normal Distribution
  • Matrix Tool
    • Matrix Inverse
    • Matrix Square
    • Cholosky Decomposition
    • Lower/Central/Upper Diagonal Matrices
    • Correlation Matrix Correction
    • Correlation Matrix Information
  • Randon Number Generator Tool
    • Regular Randon Number
    • Sobol Randon Number
  • Statistics
    • Linear Regression
    • Histogram
  • One Dimentional Interpolation and Extrapolation
    • Linear
    • Quadratic
    • Quadratic Average
    • Quadratic Convective
    • Quadratic Splines
    • Cubic
    • Cubic Splines
    • Auto Tension Splines
    • Monotone Cubic Splines
    • Thin Plate Splines
    • Smoothing Cubic Splines
    • Previous
    • Next
    • Floor
    • Ceiling
    • Forward Correlation
    • Flat Forward Correlation
    • Extrapolation Forward Correlation
    • LagRange Polynomial
  • Two Dimentional Interpolation and Extrapolation
    • The same subtype as above

2. Financial Analytic Tools

  • Calendar/Holiday
    • Display all the holidays of an exchange/country/region
    • Is a business day?
    • Is a holiday?
    • Count business days
    • Business Day Convention Adjustment
    • Get Settlement Date
  • Dates (based on business day convention)
    • Add days
    • Add Months
    • Add years
    • Day Count Convention
  • Generic Tools
    • Cash Flow Schedule Generation
    • Forward Correlation
    • Negative Forward Volatility Checker and Corrector

3. Equity

  • Price to Implied Volatility
  • Volatility Surface Construction (from limited scattering inputs)
  • Local Volatility Calibration
  • Stochastic Local Volatility Calibration
  • Heston Volatility Calibration
  • Volatility Surface Matrix <=> Volatility Vector
  • Volatility Surface Interpolation
  • Relative Strike Volatility <=> Absolute Strike Volatility
  • Implied Dividends
  • Forward Dividends
  • Discrete Dividends <=> Dividend Yields
  • Forward Price
  • Quanto Forward Price (dividends in foreign currency)

4. Fixed Income/Interest Rate

  • Constructing Single Curve
  • Constructing Multiple Curves
  • Discount Factor
  • Forward Rate

5. Forex

  • Forward FX Rate
  • Construct FX Yield Curve
  • FX Quoted Prices <=> Volatility Risk Reversal/Butterfly
  • FX Volatility Delta => Strike
  • FX Local Volatility Calibration
  • FX Stochastic Local Volatility Calibration
  • FX Heston Volatility Calibration