Financial Economics Tools
Browse all available financial economics tools.
Available tools
- Asset Correlation Covariance Unit Crosswalk Tool Calculate asset correlation covariance unit crosswalk from explicit caller-supplied inputs.
- Asset Log Return Simple Crosswalk Tool Calculate asset log return simple crosswalk from explicit caller-supplied inputs.
- Asset Return Base Split Adjustment Tool One-period supplied split/dividend return arithmetic without fetching prices or corporate actions.
- Bond Keyrate One Cashflow Bump Term Tool One annually compounded cash-flow PV response to an explicitly supplied key-rate interpolation weight.
- Bond Quote Clean Dirty Convention Tag Tool Label an explicitly supplied bond quote price convention without estimating accrued interest or pricing a bond.
- Capm Beta Risk Premium One Term Tool Single-period CAPM expected return from matched-period caller assumptions, not an investment recommendation.
- Carry Price Delivery Basis Gap Tool Explicit additive carry components; no market price, arbitrage trade or risk-free assumption is inferred.
- Carry Roll Observation Pair Reconcile explicit constant-curve mark and accrued-cash inputs without projecting a market curve.
- Corporate Action Reference Price Gap Tool Calculate supplied observed-minus-corporate-action-adjusted reference price without computing an adjustment factor.
- Coupon Exdate Entitlement Token Tool Evaluate supplied ex-date equality and settlement flags without selecting market settlement rules.
- Currency Hedged Return One Forward Term Tool Sell a fraction of initial foreign principal forward, domestic-per-foreign quotes; asset gains are not automatically rehedged.
- Discount Factor Log Derivative Term Tool Derivative of log discount factor with respect to a supplied continuous or effective annual rate.
- Dividend Yield Forward Spot Unit Tool Divide an explicitly supplied forward dividend amount by positive spot price on the same share and currency basis without forecasting dividends.
- Downside Deviation One Return Term Tool One full-sample lower partial second-moment contribution, using all observations as denominator.
- Duration Yield First Order Price Gap Tool Local duration and optional convexity approximation for an aligned yield shift; not an exact repricing.
- Equity Duration Cashflow Share Term Tool One time-weighted PV contribution using an explicit denominator; negative individual cash flows remain allowed.
- Event Study Abnormal Return Subtract an explicit benchmark return from an observed return without estimating the benchmark or statistical significance.
- Exchange Quoted Contract Multiplier Term Tool Multiply an explicit quoted price, positive exchange contract multiplier and signed position count without selecting contract specifications.
- Exdividend Return Window Share Tool Calculate exdividend return window share from explicit caller-supplied inputs.
- Factor Exposure Centered Term Tool Calculate factor exposure centered term from explicit caller-supplied inputs.
- Factor Model One Exposure Return Term Tool Calculate factor model one exposure return term from explicit caller-supplied inputs.
- Factor Neutral Hedge Exposure Term Tool Solve one scalar factor-neutral hedge quantity from explicit portfolio and nonzero per-unit hedge exposure without asserting multidimensional neutrality.
- Factor Return Normalization Gap Tool Compare a supplied factor return normalized by an explicit scale; no return series or risk parameters are estimated.
- Forward Period Discount Ratio Take the ratio of explicit compatible discount factors without interpolating a curve or annualizing a rate.
- Forward Rate Discount Factor Two Dates Tool Forward rate from discount factors under explicit continuous or effective annual compounding.
- Funding Basis Single Period Cashflow Tool Multiply supplied notional, signed fractional funding basis and explicit accrual year fraction for one simple cashflow.
- Futures Convenience Yield Carry Term Tool Continuous proportional cost-of-carry convenience yield, excluding fixed storage costs and futures convexity.
- Futures Margin Variation One Settlement Tool Calculate futures margin variation one settlement from explicit caller-supplied inputs.
- Fx Covered Interest Parity Gap Tool Simple-interest covered parity, quote is domestic currency per foreign currency, with matched maturities.
- Implied Spread Price Increment Approximate a price increment from explicit basis-point spread change, price, and signed spread-duration sensitivity using the first-order relation minus price times duration times fractional spread change.
- Liquidity Bidask Midpoint Relative Gap Tool Calculate liquidity bidask midpoint relative gap from explicit caller-supplied inputs.
- Liquidity Volume Basis Label Label a supplied market-volume basis without treating volume as a complete liquidity measure.
- Market Depth Level Notional Tool Value one supplied market-depth level using explicit price and available quantity without aggregating a book or predicting execution.
- Market Quote Bid Ask Midpoint Return midpoint and quoted spread from an explicitly ordered bid and ask, permitting negative prices.
- Option Moneyness Convention Label Label spot intrinsic moneyness under a supplied call/put convention without pricing an option.
- Option Putcall Parity Residual Tool European call-put parity residual using an explicit strike discount factor and present value of known dividends.
- Portfolio Variance One Covariance Term Tool One diagonal or paired off-diagonal portfolio covariance contribution; caller identifies whether the term is diagonal.
- Repo Specialness Reference Rate Gap Tool Calculate general-collateral minus special repo rate on explicitly matching term and annualization bases, using fractional rates.
- Return Factor Log Gap Tool Compare two supplied positive gross return factors in log space.
- Return Quote Currency Factor Tool Multiply asset and target-per-source FX gross returns; no live exchange rates.
- Risk Neutral One State Price Term Tool One Arrow state-price probability and payoff PV term; all state prices would need to sum to the discount factor.
- Risk Premium Contribution Tool Apply a supplied signed portfolio weight to a supplied return spread without inferring expected returns.
- Security Return Exdividend Cash Adjustment Tool Single dividend cash return and optional terminal wealth after reinvesting the dividend at an explicitly supplied price.
- Sharpe Risk Free Frequency Consistency Term Tool Effective annual risk-free conversion and square-root Sharpe annualization assuming identically distributed uncorrelated excess returns.
- Stale Price Unchanged Quote Duration Measure an explicitly flagged unchanged quote interval without deciding whether the quote is stale.
- Term Premium Expectation Residual Tool Yield-minus-weighted-short-rate residual under the supplied expectations approximation; not an estimated term-premium model.
- Traded Day Window Exposure Tool Calculate traded day window exposure from explicit caller-supplied inputs.
- Volatility Risk Premium Variance Gap Tool Subtract supplied realized from implied variance on a shared horizon and return basis, distinct from a volatility difference.
- Yield Curve Forward Slope Term Tool Use the supplied continuously compounded zero-rate derivative in f(t)=r(t)+t*r′(t).