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The Nematrian spreadsheet library

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Nematrian makes available under its Nematrian Extensions brand a wide range of accurate, efficient and well-documented online analytical tools. You can access these tools in many different ways, see here. Most have been packaged into a series of spreadsheets that illustrate how the functions involved can be accessed in a manner akin to built-in spreadsheet functions. This page provides links to these illustrative spreadsheets, each of which illustrates functions that target specific types of analysis:

 

Spreadsheet

Illustrates

Example

A simple example of how to access the Nematrian function library via macros

Probability distributions

Probability distribution functions including moments, probability density and mass functions (pdfs and pmfs), cumulative distribution functions (cdfs), inverse cdfs (i.e. quantile functions), random variate generation and parameter estimation tools for a wide range of probability distributions

Probability distributions (individual)

Additional probability distribution functions for some individual distribution

Tail weighted probability distributions

Functions for fitting probability distributions to particular regions of the distributional form (typically their tails)

Calculator functions

Common (non-trigonometric) functions available on a straightforward electronic calculator as well as a range of matrix, statistical and return data manipulation functions

Trigonometric functions

Trigonometric functions for both real valued and complex valued inputs

Portfolio optimisation

Portfolio optimisation and reverse optimisation functions primarily focusing on mean-variance optimisation

Black-Scholes option pricing

Black-Scholes option pricing functions, including option greeks, for vanilla and binary put and call options

Solvency II

Functions designed to facilitate calculation of a Solvency II standard formula SCR

Set manipulations

Functions for manipulating sets

Array and series manipulations

Functions for manipulating arrays and (time) series

IP (Internet Protocol) functions

Functions relating to IP access and web services

PCA and variants

Functions for carrying out Principal Components Analysis and related activities

Risk management functions

Functions for carrying out a range of risk management computations

Statistical tools

Statistical tools (not included in other example function library spreadsheets)

Data Analysis equivalent

Functions that emulate some of the analyses available via Excel's Data Analysis Toolpack

Sudoku Solver

Functions for carrying out automated solving of Sudoku puzzles

Physical unit conversions

Functions for carrying out conversions between values expressed in different physical units

Plotting and other SmartUtility related functions

Functions that streamline creation of some types of more complicated charts or other SmartUtilities

Peer group performance measurement functions

Functions for manipulating performance measurement of peer groups

Miscellaneous life insurance functions

Functions for carrying out specific life insurance computations

Resampled portfolio optimisation

Functions for carrying out resampled (bootstrapped) portfolio optimisation

Pension fund projection functions

Functions for facilitating pension fund projections (including sponsor covenant analysis)

Optimisation (generic)

Functions for carrying out generic optimisation problems

String orientated

Functions primarily involving strings or string manipulations

Date orientated

Functions primarily involving dates or date manipulation

(Basic) finance

Functions mimicking some of the finance functions typically found in spreadsheet systems, e.g. IRR, NPV, DDB

Expression evaluation

Functions to help with evaluating expressions

Markov processes

Functions for simulating and analysing Markov processes

Matrix

Functions for carrying out operations on matrices

 

 

In each case several variants are provided which are designed to work with different spreadsheet systems. Each spreadsheet aims to provide access to the complete suite of publicly functions rather than just those specifically being illustrated by the spreadsheet.

 


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