Features

Interest Rates
• Flat rates
• Term structure of interest rates--spot rates, forward rates, discount factors
• Conversion functions

Bonds
• Bond payments
• Accrued interest
• Bond valuation
• Risk measures--duration, convexity

Cash Flows
• Cash flow valuation
• Risk measures--duration, convexity

Options
• Options valuation
• Risk measures--Delta, Theta, Rho, Lambda, Gamma, elasticity
• Implied volatility

Finance Calendar Functions
• 30/360 and Actual/Actual Day Count Bases

Example Applications
• Markowitz efficient frontier
• CAPM
• Betas and security-market line
• Moving averages
• Random number generation