Important: This project is being moved to GitHub. Same deal as before, but it will make collaboration easier and allow me to draw in existing repositories to enhance this project. The new URL is:

https://github.com/brymck/finansu

The version here may be updated periodically, but as of now certain features like grabbing the latest version, pulling quotes from Yahoo! and 64-bit support can only be found on the GitHub page.

Thanks, Bryan

Please see the wiki for more extensive feature documentation.

Introduction

FinAnSu aims to provide user-friendly tools for use in financial applications. The add-in is in its development stages, but it currently offers:

• Live, streaming web import capabilities (Excel 2002+), including custom functions for easily importing security prices from Bloomberg.com, Google Finance and Yahoo! Finance
• Functions that can parse CSVs on the web, including custom functions to easily import stock quote data from Google Finance and instrument data from the Fed H.15 release (yields for Fed Funds, commercial paper, Treasuries, interest-rate swaps, etc.).
• Basic options pricing, including Black-Scholes, the options Greeks and a few more complex options models
• A bit on FRAs (forward rate agreements)
• A continuously compounded rate interpolator (need to add more: linear, cubic, cubic spline, etc.)
• A Federal Reserve holiday calculator (need to add more for different calendars, as well as roll date conventions)
• A handful of tools for converting between discount factors and forward rates
• Function to automatically sort ranges that contain rows and columns of data
• Some formatting macros for currencies and a few layout options that aren't easily accessible in Excel

Requirements

• Microsoft Excel for Windows
• Microsoft .NET Framework 4
• The ability to install add-ins (there shouldn't be any problems unless macro security is set to high)

Quick Installation

1. Download the latest zip file from the Downloads tab.
2. Unzip the files to a safe location.
3. Run install.bat (closing Excel if prompted).
4. If you want to check the installation, open the Examples.xls spreadsheet. If the functions are returning values, you're all set!

If you encounter any difficulties, there are extended installation instructions in the readme accompanying the zip file.

Usage

Functions can be found by clicking on the formula button (the f_x next to where you begin typing equations) and looking in the FinAnSu category. In Excel 2007+, there should also be a ribbon with a few fairly minor controls.

Other

This project depends on Excel-DNA, a very nifty tool which lets you utilize modern programming languages in Excel without the headache of VSTO.