This is a real-time generalized financial derivatives calculator supporting
over 120 models from open source libraries. I'm using metaoptions
and Financial Recipes in C++.
I have just updated the program to support Spreads with Leg controls,
Feel free to copy and or distribute.
Next release will include Term Structures and Bonds.
Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman Kohlhagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, Time Switch Option, Look Barrier, Partial Time Barrier, Gap Option, Extreme Spread Option, Simple Chooser, ComplexChooser, Partial Fixed Lookback, Executive, Cash or Nothing, Extendible Writer, Options On Options, BAW American Approx, BS American Approx, Asset or Nothing, Bisection, BAW Bisection, BS Bisection, Gfrench, Gcarry, Swap Option, Complex Chooser, Super Share, Equity Linked FXO, Spread Approximation, Binary Barrier, Floating Strike Lookback, Options on the Max Min, Partial Float Lookback, Fixed Strike Lookback, Double Barrier, Standard Barrier, Soft Barrier, 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, bisection, NewtonRaphson, Rendleman Bartter, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, EuropeanExchangeOption, MiltersenSchwartz, Heston, AmPutApproxGeskeJohn, PartialTimeTwoAssetBarrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption, Convertible Bond, CRRBinominal, 3D-Binominal, Trinominal Tree, Finite Diff Explicit.
can we have a hard copy as CFA students
As a CFA student i would like to know if i can receive hard copies of this amazing calculator solutions to problems
>can we have a hard copy as CFA students
Feel free to copy and or distribute the source code or the Windows executable of the calculator.
This is freeware.
This is absolutely astounding and amazing.
Thanks a lot to the creator of this tool..
All genuine users must feel grateful to the author and also Global Risk Community Owner and mentor.
Boris, I have few words of appreciation for your lofty vision and mission
With Love, only Love and love ever
Thanks for this fantastic calculator
New Release OptionMatrix 1.2c
* New Categorized Model ComboBox Dropdown, 136+ models
* New Term Structure Models:
TermFlat, TermCir, TermVasicek, TermNelsonSiegel
TermSvensson, TermCubicSpline, TermInterpolated
* New Bond Models:
Bond (Flat), Bond w/Terms, Bond Principal
* New Option Models:
Bachelier, Sprenkle, Boness, Samuelson
* New Calculations:
Forward Rates, Spot, Discount Factor, PV, IRR, UIRR,
YTM, Convexity, Duration, Duration Modified, Duration Macaulay
* New Adjustable sleep between recalculations
* Minor fixes.