Software 
DerivaGem
for Excel and Other Software
The
Options Calculator and Applications Builder
The DerivaGem
2.01 calculator can be downloaded here.
It is simpler than earlier versions in that only one *.xls file is now needed to run the software. Features of the
software include the following
- It is Excel-based
- It now carries out calculations for credit derivatives
and interest rate derivatives, as well as for options on stocks, indices,
currencies, and futures
- It calculates prices, implied volatilities, and the
Greeks
- It implements normal and lognormal interest rate
models to value American-style interest rate options
- It displays charts showing the relationships between
variables
- It displays the binomial/trinomial trees used for valuation
Version 2.01 corrects a small error that sometimes occurred in Version 2.00 in the calculation of implied volatilities from binomial trees.
An Open Office version of the Application Builder functions is provided, but Mac users are recommended to buy “Excel for Mac 2011” so that they can use the Excel versions of both the Options Calculator and the Applications Builder
Documentation for the software is at the end of each of the three books.
For
Users of Microsoft Office 2007:
You have to click “Options” and choose “Enable this content” before using the software
Old
Versions of the DerivaGem Calculator
Readers who are using Windows 95 Excel Version 7.0 can use the following version of the calculator by clicking here and opening the *.exe file
Download DerivaGem for Excel Version 1.22
NOTE: You need DG_122.xls, DG_ADDIN.xla, and
dg122.dll to run the software. The last of these should be loaded in the
Windows\System directory; the other two should be loaded in another directory.
You will be downloading a file named dg.exe. When you run this, all files will
be placed in the same directory. (The default directory is C:\DerivGem.) It is
important that you move the dg122.dll file to the Windows\System directory
Some users who installed Excel
from scratch have had difficulty using Version 1.22. To solve this problem we
created an alternative version 1.22a of the software. To download this version
click here and open the *.exe file
Download DerivaGem for Excel Version 1.22a
NOTE: You need DG_122a.xls, and dg122.dll to
run the software. There is no *.xla file. The
dg122.dll file should be loaded in the Windows\System directory; the other
should be loaded in another directory. You will be downloading a file named
DGA.exe. When you run this all files will be placed in the
same directory. (The default directory is C:\DerivGemA.) It is important
that you move the dg122.dll file to the Windows\System directory