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Portfolio Valuation

Some time ago I developed an Excel VBA © application for portfolio valuation and for some risk measures. This application used Fincad V9 © and it had a load/save interface to an MS SQL Server © database. A more detailed description of the functionality you can find in this pdf file.

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I migrated the application to Fincad V10 ©. A "blank" portfolio calculator without database interface is shown in this zip file. This application is for information purposes only and comes with no warranty. Use it at your own risk. Please see my disclaimer.

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Just for the fun of it I intend to rebuild some of its functionality with Excel VBA and without any addin interfaces.

For a start please find:

Holiday Table
Zero Curve