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Deriscope
The official G+ page for Deriscope
The official G+ page for Deriscope
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First Deriscope update (version 2.1.0) is a fact.
There exist three main new features:
1) Live stock prices from Alpha Vantage in addition to those from Yahoo Finance. Main advantages of Alpha Vantage are a) Only 1 minute delay as opposed to the 20 minutes delay from Yahoo and b) access to indices such as ^DJI (Dow Jones Industrial), which are not any more retrievable by Yahoo.
2) Dual Yield Curve Bootstrapping using an exogenous discounting curve (typically an EONIA or Feds based curve with OIS rates).
3) Yield Curve building capability out of market instruments of type OIS (Overnight Index Swap) rates and BMA (Bond Market Association) Swap ibor fractions.
Download from https://www.deriscope.com/freedownload.php
More details on this new version changes at https://www.deriscope.com/versionhistory.html
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I am very excited!
Just finished integrating Deriscope with the new real time data provider from Alpha Vantage. It took me 2 days but the result is fantastic! Now Deriscope users can get live stock prices in Excel from both Yahoo Finance and Alpha Vantage. The best of all is that whereas Yahoo Finance goes downhill and a) misses some important indices such as DJI and b) delivers quotes with a big time delay, Alpha Vantage fills both gaps.
Just tested the MSFT price.
Yahoo gives the price with a 20 min delay, Alpha with 1 min delay!!!
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