Turn your Excel into a powerful financial software

A reliable and nimble solution

We’ve designed GIAnalyzer to be user‐friendly and easy to learn and apply

Ease of use

Flexibility

Powerful learning vehicle

Pay only for what you need

Once installed, GIAnalyzer becomes a part of Excel. Thanks to the well-thought-out toolbar, GIAnalyzer is intuitive to use from the very start:

• Functions are arranged into task-specific modules, so you can find the function you need in a click
• Functions and parameters have self-explanatory names, with no obscure abbreviations
• Parameters across all functions follow the same consistent order and are easy to identify

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  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.

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  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.

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  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.

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  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.

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  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.