Welcome to my LinkedIn Deriscope page! My purpose is to keep you informed about updates relating to the Excel Add-In called Deriscope that I have recently made publicly available through https://www.deriscope.com At its current state Deriscope acts as a user-friendly Excel interface to the well known QuantLib Analytics library. It allows you - within the Excel environment - to easily create yield curves, price financial instruments such as options, interest rate swaps, swaptions, credit default swaps, inflation swaps, basket options etc and even get real time feeds and historical data from both Yahoo Finance and Alpha Vantage. Due to its innovative user interface features, Deriscope is particularly suited as an educational tool to professors and students in Finance. It has the potential of transforming the usually frustrating spreadsheet experience to a creative engagement with the laws of arbitrage-free derivatives pricing. This is made possible by Deriscope's unique building-block approach to setting up spreadsheet formulas. In particular, the building blocks used by Deriscope are objects that respect inheritance and locality in exactly the same fashion that objects in any object-oriented programming language, like Java or C++, do! Apart from being used as an educational tool, Deriscope may be also used in corporate areas, such as Risk Control, Model Validation or Front Office, where an alternative pricing calculation is desired. Deriscope's numerical accuracy is as good as that of QuantLib, since it simply outputs the result of the QuantLib computation. My obvious future aspiration is to extend Deriscope's product and model coverage beyond the current QuantLib boundaries. I would welcome any thoughts and ideas you might have with regard to the latter. Especially I would welcome your likely interest to be personally engaged in bringing Deriscope to the next stage, whatever this might be!