The VB libraries on this repository are very useful for numerical computing, mathematical modeling and customized financial algorithm development. All the functions were designed to make computations on arrays (i.e., vectors or matrices) simply and quickly. Most of them could be easily change to C++ for efficiency. I also shared comprehensive and robust optimization routines that enable calibration of financial models in Excel; and provided extensive web data processing examples for wrapping and visualizing financial data in seconds.

All of the applications and algorithms are explicitly granted to the Public Domain. You may use the formulas and VBA code on this site for any purpose you see fit without permission. This includes inclusion in commercial works and works for hire. By using the formula and code on this site, you agree to hold Rafael Nicolas Fermin Cota and the Richard Ivey School of Business, free of any liability. The formulas and code are presented as is and the author makes no warranty, express or implied, of their fitness for use. You assume all responsibility for testing and ensuring that the code works properly.