Below is a list of Excel spreadsheets demonstrating various aspects of Deriscope.
Click on any link to download the respective spreadsheet for free.


Introduction to Deriscope - Part1 (sheet) (article) (video)

Vanilla Option Pricing in Excel (sheet) (article)

Building an interest rate yield curve (sheet) (video)

All Assets

Building an interest rate yield curve out of market bond prices using the Nelson-Siegel and Svenson methods (sheet) (video)


Pricing a European FX Option using the analytical Heston model for stochastic volatility and the Andersen Piterbarg complex log formula (sheet) (video)

Pricing a European Stock Index Option using as input an implied volatility surface spanned by option expiry and strike (sheet) (video)

Pricing a European Stock Option without dividends using 19 different applicable QuantLib models. Table of comparative option prices included (sheet) (article)


Pricing a CDS (Credit Default Swap) using the ISDA convention (sheet) (video)

Live Feeds

Accessing historical data from Yahoo Finance (sheet) (video)

Accessing time series and statistical indicators from Alpha Vantage (sheet) (video)

Accessing live prices from Alpha Vantage. Both synchronous and asynchronous fetch (sheet) (video)

Accessing live prices from IEX (Investors Exchange). Both synchronous and asynchronous fetch (sheet) (video)

Accessing asynchronously the live top order book from IEX (Investors Exchange). Bid/ask quotes and respective sizes included (sheet) (video)

Accessing all data made available by IEX (Investors Exchange) (sheet) (video)

Accessing asynchronously live bid/ask Forex quotes from TrueFX (sheet) (video)

Real Time data in Excel with retention of the received feeds (sheet) (video)

Forex Trading Simulator using live feeds from TrueFX (sheet) (video)