Windex Pricer 1.1 Download

Windex Pricer 1.1 Description

"Windex Pricer is a calculator that allows you to analyse portfolios of options."

EditBy: Windex Pricer is a calculator that allows you to analyse portfolios of options on indexes, currencies and shares. As instruments are added to the portfolio the prices and the Greeks are calculated for various market conditions. By changing these conditions the behaviour of the portfolio is modelled. Windex Pricer can also generate tabulated results such as payoffs or plot them. It uses a complex but fast binomial pricing model that evaluates market paths over 1000s of iterations per instrument.

Market:

Enter 'market' to view the current market parameters.
Type 'set' followed by a market parameter and then the new value to change the market. These are 'level', 'vol', 'rate', divyld', 'date' and 'time'
Volatility and Rate are interpreted as percentages
Date is in the form ddmmmyy. eg 22sep07
If the date year is omitted then the current year is used
Time is in the form hh::mm eg 14:31
There is a special command 'set realtime' that lets the date and time vary as the real time changes
There are two trading schedules available
Continuous - Counts all minutes Between two times
LSE - Counts only weekday minutes between 8:00 and 16:30.

Instruments

* To add an instrument to the portfolio use the 'add' command.
* To view the instruments type 'list'.
* To remove an instrument use the 'del' command followed by the instrument number.

Metrics

* There are a number of calculations that can be performed.
* Enter the name and the result is displayed. eg 'price' will return the total portfolio price
* To value an individual instrument append it's number eg 'price[2]' will return the price of the second instrument

What-if Analysis

* View multiple what-if scenarios by looping over market parameters
* For any of the non-time market parameters a loop is created using the 'for' command
* The first argument is the market parameter to vary
* The second argument the initial value you can free download Windex Pricer 1.1 now.

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