Cephei.XL is and Excel addin that provides over 8,000 financial spreadsheet functions to Excel for Fixed Income, Forex, Equity and derivative products. Cephei.XL provides a custom menu ribbon for:
- Compiling the spreadsheet model to directly to executable code
- Generating F# source code that is functionally the same as the spreadsheet
- Saving models to XML, and loading from XML
A better addin framework
Cephei.XL has been engineered using the latest techniques for Excel integration to avoid the classic pitfalls, but without complex installation or features only available in the latest versions of Excel:
- All calculations are performed in the background, and in parallel where there are no dependencies between values.
- Tracks all objects that are being used and cleaning up objects that are no longer used, all without hooking into Excel’s notification model in the foreground.
- Saves models to XML (using .net Data Contracts) that can be reloaded, stored or sent to a server process for calculation.
Towards a Financial Modelling IDE
Today Cephei can generate human readable F# source-code directly from a spreadsheet model (using Cephei functions), that is verifiably the same model as the Spreadsheet.
When Cephei.XL F# source models are checked-into source-code control systems (like GIT,SVN,TFS), you can visibly see how the logic is changing simplifying the product control reviews.
When a Cephei.XL model is saved as a compiled model it becomes available as additional functions to be used in Spreadsheet models. E.g. AAA_GBP_YieldCurve recipe model can be compiled, and then referenced as a “=_AAA_GBP_YieldCurve()” function in a higher-level model.
For purely financial models, Cephei.XL is a quick and easier way to write code, over time more and more Excel formula’s will be supported for source generation.
Cephei.XL is available for download