Bonds, Options & Markets

Closed-form Black-Scholes-Merton option pricing engine with full Greeks (Delta, Gamma, Vega, Theta, Rho) and dividend yield support.

Fixed income bond pricing engine with Newton-Raphson YTM solver, Macaulay/Modified duration, and Taylor series yield shock modeling.

Model a CD ladder's maturity schedule and blended effective APY versus a single long-term CD or staying fully liquid.

Calculate covered call max profit, max loss, breakeven price, and return-if-exercised vs. return-if-unchanged.

Build a cross rate from two dollar legs and its reciprocal from the same division, convert a real amount at mid and after a dealer spread, and compare a directly quoted cross against the spread-adjusted two-leg route.

Calculate FX forward rates from covered interest rate parity alongside a purchasing power parity forecast and a cross rate, making clear that the forward is an arbitrage-enforced price rather than a prediction.

Calculate total futures margin, leverage, and margin call trigger price from contract count and per-contract margin dollars.

Calculate a municipal bond's taxable-equivalent yield from its tax-free yield and your marginal tax brackets.

Compute the absolute PPP rate from two basket prices and the valuation gap against spot, then project spot forward on the inflation differential and show that relative PPP carries the misvaluation forward rather than closing it.

Calculate T-bill bank discount yield and bond-equivalent yield (BEY) from face value, purchase price, and days to maturity.