FinCa, the Financial Calculator

FinCa is a financial calculator. It calculates the European option price for Equities and Foreign Exchange using Black-Scholes model, for Interest Rates using Black-Scholes and Bachelier.
FinCa not only allows to determine the option price but also implies the model volatility for an input price. For interest rates options it also allows to translate Black-Scholes model volatility into Bachelier volatility and vice versa. This practice is widely used in the industry nowadays.

Option prices are calculated from input specific to the asset class. Thus for Equities the necessary input is proportional dividend and repurchase rate, also known as repo rate, for Foreign Exchange it is domestic and foreign rates, and for Interest Rates it is in terms of the forward rate. For every flavour Black-Scholes formula written in its terms along with main risks, also known as "Greeks", can be displayed. For Interest Rates also Bachelier pricing formula and risk are available.

Tap any text field and change its value. To hide the number pad simply tap anywhere on the screen.