Black Add-In+ C# Code

The Black Add-In for Financial Modelling software enables users to quickly and accurately calculate payoffs for equity, index and interest rate futures with a simple and intuitive interface. The add-in allows for customizing a yield curve for discounting and a constant volatility to maturity. The add-in also includes a set of C# files ready for compilation, allowing users to quickly and easily create their own models. This add-in provides users with a fast and accurate way to calculate payoffs for their futures. Models like these can be applied to relatively short-dated options on Equity positions, Equity structures or Commodities.