PricingLab in Excel

One add-in gives Excel a set of PricingLab worksheet functions, one group per model. Each demo workbook is already laid out with the default inputs and the formulas, so the results appear as soon as the add-in is loaded. The workbooks call the free hosted service; nothing needs installing on your machine besides the add-in.

1. Install the add-in

The add-in is defined by one manifest file:

https://mypricinglab.com/lab/addin/manifest.xml

Download it, then load it in your version of Excel.

Excel on the web

1. Open a workbook and choose Home › Add-ins › More Add-ins.
2. Choose My Add-ins › Upload My Add-in, select the manifest file and choose Upload.

Excel for Windows

1. Put the manifest file in a shared network folder.
2. In Excel, choose File › Options › Trust Center › Trust Center Settings › Trusted Add-in Catalogs, add the folder's network path, tick Show in Menu, and restart Excel.
3. Choose Home › Add-ins › More Add-ins › Shared Folder, select PricingLab and choose Add.

Excel for Mac

1. Copy the manifest file into ~/Library/Containers/com.microsoft.Excel/Data/Documents/wef (create the wef folder if it does not exist).
2. Restart Excel, then choose Home › Add-ins and select PricingLab.

2. Download a workbook

• PricingLab_VariableAnnuity.xlsx: Variable annuity: lifetime withdrawal guarantee (model page)
• PricingLab_InsuranceALM.xlsx: Insurance ALM: Solvency II balance sheet (model page)
• PricingLab_GasStorage.xlsx: Gas storage: facility value under an optimised operating policy (model page)
• PricingLab_BarrierOption.xlsx: Barrier option: knock-out and knock-in (model page)
• PricingLab_AsianOption.xlsx: Asian option: arithmetic average (model page)
• PricingLab_BasketOption.xlsx: Basket option: two assets (model page)

Change any input cell and the workbook recalculates the value and every sensitivity.

Using your own server

With the local install, run pricinglab serve and set the workbook's server address to your local server. The calculations then run on your own machine, with no size caps.

With login

A private hosted service, with your own trades and larger runs, is available. Contact us.