This project is read-only.


The source code (as well as the binaries) of the project are separated into several assemblies, i.e. fundamental unit of code, thus dll's. Each assembly is related to a specific purpose. This modular architecture reduces dependencies within the framework. Moreover, it is easily extendable.

This project does not (yet) have the goal to provide high sophisticated models. In the first step we focus on an easy to use, flexible, easily extendable infrastructure. It is planned to establish the project in several phases, starting from a generic Excel Add-In to mathematical functions, financial mathematical functions, supply finance market instruments etc.:

Planned for upcomming Releases

  • bugfixing, in particular in XLBasicComponents:
    • Excel 2007, Excel 2010 etc. applies a new check to Excelsheets which cause some problems with the Excel data validation that is used in the library
    • the ExcelPoolInspector is slow and crashes often
  • update document for Excel-AddIn
In a later step:
  • infrastructure for market data, for example yield curve bootstrapping (single and multi-curve approach) etc.
  • pricing and valuation engine
  • Heston model (semi-analytical and Monte-Carlo)
  • simple Inflation/yield curve model (risk-neutral and real-world), perhaps a market model

Last edited Sep 14, 2014 at 11:07 PM by dodoni, version 15