Resolution Pro

Resolution Pro is a financial analytics library that seamlessly integrates within Excel in order to help you to determine the hedge effectiveness as required by IAS 39, understand the dynamics of a derivatives portfolio and model alternative investment strategies.

The utility was designed to assist a wide range of finance professionals including traders, corporate treasurers, accountants, auditors and financial software providers. It consists of five components or modules namely Vanilla Options, Bond Pricing, Swap Pricing, IRO Pricing and Exotics Options.

All the available components come with complete templates designed for analyzing market standard instrument types. Also, it allows you to access various functions that can be used to build custom deals and portfolios within a familiar spreadsheet environment.

The ‘Bond Pricing’ functions provide the valuation and risk management for a wide range of debt securities, discount securities, floating rate notes and money market instruments. These tools can be easily accessed from the ribbon menu and select the options that suit your needs.

Using the ‘Swap Pricing’ functions, you are able to evaluate the risk management of interest rate swaps and cross currency swaps.

However, there are several ways a function can be entered into an Excel worksheet. You can manually type the function and it’s parameters, use the Excel function wizard, use the ‘Function Database’ option, or simply paste an example from the Help menu.

The created ribbon menu will display fully functional templates for a wide range of instrument types. When a template is selected, a new Excel workbook will be opened and allow you to perform the modifications you want.

In case you want to choose a specific function, access the ‘Function Database’ option and view all the available functions. You can also search them and view a short description about each selected function.

The ‘Sensitivity Analysis Tool’ helps you to observe how an output varies over a range of inputs. Simply enter the desired range of values, indicate the input and output cells and create a new data set.

Resolution Pro proves to be a steady solution that comes in handy for users who need to analyze price and risk on changing deals, manage portfolios, as well as calculate profit and loss.