SpiderXL

SpiderXL simplifies the analysis of treasury bonds, futures and options by offering an intuitive yet powerful and rich set of functions directly into your Microsoft Excel spreadsheet. With SpiderXL, the days of modeling mundane calculations such as fitting zero-coupon curve, estimating conversion ratios, finding cheapest-to-deliver bond, etc. are officially over. SpiderXL wraps those calculations, and avails them as a simple extension to Excel. As a result, Excel can do the work for you, while you focus your efforts on the value-added activities, e.g. devising your strategy or analyzing risk scenarios.

1. An Extension of Excel

SpiderXL is a true extension of Excel that can be used just like any of the native functions in Excel (i.e. SUM, AVERAGE, STDEVⁱ, etc.). You can use SpiderXL functions by either manually typing it in your workbooks or by using the Excel function wizard.

2. An intuitive Approach

With SpiderXL, users develop their financial models in Excel in the same way they always did, but now, they use SpiderXL to retrieve characteristic information such as bond’s coupon rate and future’s last delivery date, and to compute mundane calculation; for example fitting a zero-curve and finding the cheapest to deliver bond.

3. You’re in control

SpiderXL gives you complete control over the location and format of computed values. Just like a native Excel function, SpiderXL places the calculated results into the selected cell and nowhere else. Once you've created a SpiderXL formula, you can use it just like any other Excel formula by copying or linking to other cells.

4. Maximize the productivity

SpiderXL is the perfect tool to automate your analysis process. Once a spreadsheet is created with SpiderXL functions for one strategy, running the same analysis for different strategy is as simple as entering a new ticker symbol.

For further information, please refer to online tutorials and case studies.