Fderivs Wiki

Seja bem-vindo ao wiki Fderivs, neste site você encontra tudo sobre a plataforma fderivs e todos os produtos de derivativos mais conhecidos que você pode criar e manter na plataforma.

• Visao Geral
  
• Appreciator (App)
  
• Polynomial (App)
  
• Instruments (App)
  
• Risk Manager (App)
  
• Integrate (App)
  

• Models do Appreciator

• Interpolation Methods
  
• Models
  
• Basket Creation
  
• Volatility Model (FVol)
  
• Models Futures
  
• Vanilla Option
  
• Option on Futures (Black 76)
  
• 1st Generation Extended
  
• Barrier Option Models
  
• Correlation Option
  

• Endereçamento de Erros
  
• Erros
  

• Appreciator: DI1 Future
  
• Appreciator: Equity Forward
  
• Appreciator: First Future Options
  
• Appreciator: Option Pricing when Hedge is of Different Maturity and Curve
  
• Appreciator: General Description of Mathematical Calculations
  
• Instruments - Equity Forward (pt. termo de ação)
  
• Polynomial: Import of Volatility Surface and Calibration
  
• Risk: P&L Calculations
  
• General: Lotsize and Spot Multiplier

• Binomial Tree - CRR
  
• BRL:USD Vanilla Options
  
• BRL-USD: Coupon Curve
  
• Dividend Rate Curve
  
• Extended Volatility (EVOL) Model
  
• Equity Forward (pt. termo de ação)
• IDI Vanilla Options
  
• Immunization
  
• Missing Data
  
• Numerical Greeks and Derivative`s Price Change
  
• NDF
  
• Offshore Options
  
• Options on Futures
  
• Options with Dividends
  
• Swaps
  
• Vanilla Options: Black-Scholes Model and Binomial Tree
  
• Vanilla Options with Indexed Strike
  
• Volatility Curve FVOL Model
  

• VBA File with Codes
  
• Notation
  

• Roles : Interpretation of symbols
  
• Structure Products
  
• Structure Products
  
• Vanilla + Barrier
  

• BP
  
• Cotatizador
  
• Push
  
• Boletador
  
• Prospects - Dynamic output filenames [Lâminas]

• API de Autenticação (Auth API)
  
• API do Aplicativo Integrate (Integrate API)
  
• API do Aplicativo Appreciator (Appreciator API)
  
• API do Aplicativo Polynomial (Polynomial API)
  
• API do Aplicativo Instruments (Instruments API)
  
• API do Aplicativo Risk Manager (Risk Manager API)
• API do Asset Correlation
  

• Feed de Notícias

• PDF
  
• XLS