Download 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
- RollGeskeWhaley
- GarmanKohlhagen
- JumpDiffusion
- Quanto
- VasicekBondOption
- TurnbullWakemanAsian
- TimeSwitchOption
- LookBarrier
- PartialTimeBarrier
- GapOption
- ExtremeSpreadOption
- SimpleChooser
- PartialFixedLB
- Executive
- CashOrNothing
- ExtendibleWriter
- OptionsOnOptions
- BAWAmericanApprox
- BSAmericanApprox
- AssetOrNothingbisection
- BAWbisection
- BSbisection
- Gfrench
- Gcarry
- Swapoption
- ComplexChooser
- SuperShare
- EquityLinkedFXO
- SpreadApproximation
- BinaryBarrier
- FloatingStrikeLookback
- OptionsOnTheMaxMin
- PartialFloatLB
- FixedStrikeLookback
- DoubleBarrier
- StandardBarrier
- SoftBarrier
- LevyAsian
- GeometricAverageRateOption
- ForwardStartOption
- 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.
Attached are 2 versions:
Linux source download - optionmatrix-1.0.tar.gz (Gtk+ and curses versions)
After the download do the following from the Linux command line to build:
tar xfz *.gz; cd optionmatrix-1.0; ./configure; make; cd src
gtkoptionmatrix is the Gtk+ executable, optionmatrix is the curses executable
To install do the following:
sudo make install
Windows Installer - installoptionmatrix.exe
See installation in start menu and on desktop.
OptionMatrix uses open source models from: A. Bradford, S. Pinsky, Bjorn Augestad, Meta Systems AS (metaoptions-0.0.4), Bernt Arne Oedegaard, Financial Numerical Recipes in C++, and others.
Visit http://www.opensourcefinancialmodels.com/ for more detailsoptionmatrix1.0%20%281%29.tar.gzinstalloptionmatrix.exe
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