A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views.
Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more
If you are like the rest of our user community, your IT team is busy. With pressure to deliver on-time projects, you don’t have a lot of time to spend making your management tools work. You need network monitoring tools that work for you. You want tools that makes it easy to find performance issues before your users do and resolve them before they impact the business. That’s why tens of thousands of customers around the world love WhatsUp Gold.
Website | https://AnthonyBradford.github.io/optionmatrix |
Tags | FinancialInvestmentModelling |
License | GNU General Public License version 3.0 (GPLv3) |
Platform | BSD Linux Mac Windows |
Features |
|