OptionMatrix: The Advanced Derivatives Calculator

Joined
5/2/06
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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.

Download at OptionMatrix
 
Timing is accurate to one second and pricing is re-calculated every second

Andy before I install this program, got one question regarding the quote above. Does it mean the program is interacting via the internet to adjust new data to every second precision???? Thank you
 
Project has moved and is now hosted by GitHub
and SourceForge
 
Project has moved and is now hosted by GitHub
and SourceForge
Quite a tenure you have here, Anthony.
Thank you for sharing your project with us.
 
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