SD users often have existing Excel spreadsheets which they use for deal analysis and for ease of integration with third-party systems. Using SD's Excel add-in, a program that adds custom functionality to an Excel spreadsheet, you can also easily integrate SD functionality into any Excel spreadsheet. This lets you continue using your existing Excel spreadsheets while benefiting from SD's expertise.
Adding SD's Excel add-in to an Excel spreadsheet lets you:
Price supported CM instruments in your Excel spreadsheet using the SD pricing model.
Currently you can price an Asian, a swap and a vanilla, using SD market data.
Access the market data for any supported asset for any data source in SD for which you have permissions.
Manage your own market data for use in the relevant SD products.
SD's market data is a critical component of the SD applications. Together with the SD proprietary benchmark model, the quality market rates fed into the various platforms produce accurate, real-time market prices for all option classes and underlying assets. The data utilized comprises true live market rates which are “acid tested” in real time in the marketplace by active traders. This data is then used by default in all of the SD relevant applications–the Web-based derivatives’ pricing tools, the risk management systems, and the evaluation service (eValueX).
However, users may prefer to replace SD's CM rates for some of the supported market rate categories with their own market rates feed, for use by their authorized users only. You can do this by integrating your rates into SD's database using SD's Excel add-in.
Furthermore, if you have different sets of market data for use by different groups of users (i.e., multiple market data sources) then you can manage each set individually.
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When you use the SD Excel add-in, the requests are sent over HTTP in a process that is authenticated using your SD username and password. |
You can access SD's Excel add-in and a working example of an Excel spreadsheet with some of this functionality already embedded in it from the system itself.
To access the Excel add-in and/or a working example of an Excel spreadsheet with some of this functionality already embedded in it:
| 1. | In the pricer on the ribbon bar click the Home tab. |
| 2. | Click the SDExcel button. |
| 3. | Download SD-Excel Add-in or Download SD's sample Excel spreadsheet button. |
An in-depth look at working with SD's Excel add-in will be available soon.