Features

Programming is in the past • Generate fast, accurate Excel add-ins

With SciXL, manual programming is no longer necessary to create Excel wrappers for C code. SciXL produces add-ins and custom spreadsheets that are reliable and error-free.

Accessible to all • Analysts, traders and IT integrators

All disciplines can benefit from a visual interface. Models can be "seen" by all; knowledge of C code isn't required to run new numbers through models.

Experiment with ease • Run tests and make changes, all from one screen

By generating a familiar spreadsheet interface, SciXL gives you a 'window" on your model. Easily change input values and get updated output values instantly – without manually editing input files and searching through output files. The visual interface and graphics available in Excel make it easier to spot trends and troubleshoot.

Customizable • Format complex financial data to your liking

Spreadsheets are customized to the model, with all inputs and outputs labelled for ease of use. Modify the SciXL templates to configure the spreadsheets just the way you want them.

Simplifies integration • Faster turnaround to the trading system

In many cases, SciXL eases trading system integration. SciXL eliminates the need to write a wrapper for each model, so less manual programming is required to add new models to trading systems.

SciXL example

Using SciXL to generate an add-in and an Excel Spreadsheet SciXL can be used with a new or existing ASPEN specification file.

You simply add the ExcelWrapper statement to a normal specification as shown below. Default values in the specification will appear in spreadsheet input cells.

ASPEN Specification
(* :HelpText: European call *)
 ... 
Region[0<=S<=SMax && 0<=t<=T, Cartesian[{S},t]]; 
When[Interior, BlackScholes1D]; 
When[Boundary, AutomaticBC]; 
When[max[t], V==MicroGrid[Max[S-K,0]]]; 
Finance[]; 
CrankNicholson; 
Output[V, S==K, "V"]; 
Output[der[V,S], S==K, "delta"]; 

ExcelWrapper; 

(* Default Values *)
TaggedInputFile[{T, D0, K, r, sigma, SMax}]; 
T==1.00; 
D0==0.00; 
K==1.00; 
r==0.05; 
sigma==0.40; 
SMax==4.00;

Most specifications should be transformable into an Excel spreadsheet simply by adding the ExcelWrapper; statement. However, some additional modifications will likely produce a more useful spreadsheet with better cell names and default values. The SciXL Developer's Guide tells you how to make these changes.