QuantTools XL (Excel) is a financial instrument modeling Excel Addin for the Windows platform; Used for the managing and computation of financial pricing and risk numbers for fixed income derivatives, interest rate derivatives, foreign exchange derivatives, credit derivatives, equity derivatives and commodity derivatives. Within this financial module we have : Functions to create, price and query regular and binary Credit default swaps Functions to create, price and query regular and binary Credit default options Functions to create, price and query regular and binary Credit default swaps on an underlying structure Functions to create, price and query regular and binary Credit default options on an underlying structure Functions to create, price and query Credit link notes For more information : www.QuantTools.com