/finansu

[No longer actively maintained.] Financial tools for Excel

Primary LanguageC#MIT LicenseMIT

This package is no longer actively maintained.

I'm pleasantly surprised by the positive feedback this project has received over the years, but over those years I've come to lack the time, need and Windows dev setup to pay appropriate attention. This repo will remain here, although over time I expect the changes to Office, Windows and financial site structures to cause many functions to stop working.

That said, nothing I've done here is particularly complex. Ultimately, I'm just parsing site HTML and returning data. If anything, the code itself is overly verbose and lacks appropriate testing. It's a little embarrassing. I hope someone can pick up what meager work I've done here and run with it.

FinAnSu

Homepage brymck.herokuapp.com
Documentation brymck.github.com/finansu/
Author Bryan McKelvey
Copyright (c) 2010-2012 Bryan McKelvey
License MIT

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

This is what it looks like in action:

FinAnSu in action

Interested? Check out the releases page and the fairly comprehensive documentation.

Requirements

Currently, this works with 32- and 64-bit versions of Windows and Excel (Office 2003+ for best results).

The add-in also requires .NET 4.

Installation

  1. Download the current version of FinAnSu on my GitHub downloads page. Most of you are probably using a 32-bit version of Office, as it's the default installation even on 64-bit versions of Windows.
  2. Unzip it to a temporary directory
  3. Run the install.bat script

For more detailed instructions, see the install documentation.

Development Dependencies

This project has the following dependencies (that don't come bundled with the repo):

  1. Ruby for Windows
    Once it's installed, make sure you have Bundler (gem install bundler in a command prompt). Then run bundle update in the top directory of the repo (the same folder as this readme).
  2. 7za, the command line version of 7-Zip, installed somewhere in your %Path%.
  3. Git
  4. And anything like Windows, Office or .NET 4 if you want to do any testing or compilation
  5. NUnit if you plan to run any tests. And if you do, make certain that nunit-console.exe can be found on the system %Path%.
  6. Optionally, the File utility from GnuWin32, again somewhere on your %Path%.