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Stocks
European Options: Maths and Story
European Options: Price and Greeks
European Options: Price and Greeks with Analysis
European Options: Implied Volatility
Cash or Nothing Options: Maths and Story
Cash or Nothing Options: Price and Greeks
Cash or Nothing Options: Price and Greeks with Analysis
Asset or Nothing Options: Maths and Story
Asset or Nothing Options: Price and Greeks
Asset or Nothing Options: Price and Greeks with Analysis
FX
FX Options: Maths and Story
FX Options: Price and Greeks
FX Options: Price and Greeks with Analysis
FX Options: ATM Strikes and Deltas
FX Options: Strike from Delta and Volatility
FX Smile: Volatility for given Delta
FX Smile: Volatility for given Strike
FX Smile Curve from RR and Strangles
FX Smile: Smile Strangle from Market Strangle
FX Smile: Market Strangle from Smile Strangle
Basket
Vasicek's LHP and HP: Maths and Story
Vasicek's LHP: Loss Distribution
LHP: Simplified CDO's Price and Greeks
LHP: Simplified CDO's Base Correlation
LHP: Simplified CDO's Price and Greeks with Analysis
LHP: Tranche CDO Swap Spread
HP: Nth-to-Default Protection's Price and Greeks
HP: Nth-to-Default Protection's Price and Greeks with Analysis
Markowitz: Maths and Story
Markowitz: Mean Variance optimisation
Short Rates
Merton: Story and Maths
Merton's Model Analysis
Vasicek: Story and Maths
Vasicek's Model Analysis
CIR: Story and Maths
CIR's Model Analysis
Ho Lee: Story and Maths
Ho and Lee's Model Analysis
Hull White: Story and Maths
Hull and White's Model Analysis
Yield Curves
Holidays List
Calculate Maturity(Add days to a) Date
No of Days between Dates
Cash Flow Dates with Given Frequency
Interpolation: Story and Maths
Yield Curve Interpolation
Bootstrap Yield Curve using LIBOR
Bootstrap Yield Curve using FRA
Bootstrap Yield Curve using Swap
Bonds
Simplified Bonds: Maths and Story
Simple Bond: Price and Greeks Analysis
Simple Bond: YTM
Simple Bond: Duration/Convexity Hedging
Simple Bond: Price and Greeks using Yield Curve
Government Bonds: Price from Yield(YTM)
Government Bonds: Yield(YTM) from Price
Government Bonds: Price using Yield Curve
Government Bonds: Z-Spread from Price
Rates
Swaps: Par Rate, Price, and Greeks
Swaps: Price and Greeks
Black's formula: Maths and Story
Swaption: Maths and Story
Swaption: Price and Greeks
Swaption: Price and Greeks with Analysis
Caps and Floors: Maths and Story
Caplet Floorlet: Price and Greeks
Cap Floor: Price and Greeks
Home
Welcome
Day count conventions: Calculate Maturity Date /Add Business Days
Please enter the inputs, and then click the button to generate the relevant dates:
Inputs:
Start Date
Periods to add
Period type
Days
Months
Years
Settlement Period
T+2
T+0
T+1
T+3
T+4
T+5
Business Day
Modified Following
Following
Preceding
Modified Preceding
Unadjusted
Holiday Calendar
London
New York
Target2
Day count method
Actual/360
Actual/365
E30/360
U30/360
Hit me to compute dates