OptionMatrix 1.4.0

Derivatives Calculator for Options and Futures

  Add it to your Download Basket!

 Add it to your Watch List!

0/5

Rate it!

What's new in OptionMatrix 1.4.0:

  • Migrated to GTK+ 3.0 (backwardly compatible w/Gtk 2.0)
  • Autotools will automatically detect select Gtk 3.0, Gtk 2.0, curses, ncurses, pdcurses
  • Many config file changes with autotools packaging
  • Model timing and checks as command line options
Read full changelog
send us
an update
LICENSE TYPE:
Freeware 
USER RATING:
UNRATED
  0.0/5
DEVELOPED BY:
opensourcefinancialmodels.com
HOMEPAGE:
opensourcefinancialmodels.com
CATEGORY:
ROOT \ Office \ Finance
2 OptionMatrix Screenshots:
OptionMatrixOptionMatrix
OptionMatrix is a real-time generalized derivatives calculator supporting over 86 theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce almost any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Timing is accurate to one second and pricing is re-calculated every second. 9 choices for computing the cumulative normal distribution. All inputs can be changed on the fly with spin buttons, comboboxes, scale buttons and calendar selection.

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, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter and many more.

Last updated on October 11th, 2012

#derivatives calculator #strike control #derivatives #calculator #models #options

Add your review!

SUBMIT