Turn your Excel into a powerful financial software

Calculate value of financial instruments, assess risks and validate models with GIAnalyzer for Excel – a powerful and flexible analytical tool designed for finance practitioners.

Screenshot: calculate FX Single Barrier Option with GIAnalyzer
Screenshot: calculate Nelson-Siegel model with GIAnalyzer
Screenshot: calculate FX Forwards with GIAnalyzer
Screenshot: calculate Cross Currency Swap with GIAnalyzer

330+ functions to boost your efficiency

Functions are grouped into task-specific modules on a compact toolbar
Click on a module to learn more about it

Vast application areas

Used in treasury, trading rooms, risk management, ALM, accounting, audit and more
  • big-red-cube function

    Valuation of financial instruments

    • Perform fair value calculations of bonds, vanilla and exotic options, ESO, interest rate derivatives and inflation derivatives.

    • You can incorporate market data, such as interest rate curves and volatility surfaces, and enter the data manually or source from market data vendors.

  • big-red-cube function

    Model validation

    • Effectively validate models by independent calculations, which is key to a rigorous validation process.

    • Using different sources of market data can clarify whether differing results are due to the code or the data.

  • big-red-cube function

    Risk assessment of financial instruments

    • Perform risk assessment either using risk measure — such as Greeks, DV01, Modified Duration and Convexity, or running a Full Valuation approach — such as stress scenarios and Value at Risk.

    • You can perform the analysis for an individual financial instrument or for portfolios with multiple financial instruments.

  • big-red-cube function

    Risk and performance analysis and research

    • Calculate various risk and performance measures: volatility, correlation, frequency, percentiles, beta, Sharpe ratio, etc.

    • You can set parameters: start and end period, historical data range to be excluded, the length of the price change period, and more. Most calculations can be performed using overlapping or non-overlapping changes.

  • big-red-cube function

    Interest rates calculations

    • Perform various calculations involving interest rates and interest rate curves: transition from interest rates to discount factors and vice versa, conversion of interest rates from one compounding and time basis to another, different types of interpolations, forward rates and building zero coupon interest rate curve using Nelson-Siegel model.