OptionMatrix 1.2c

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"Financial Derivatives Calculator"
Published by opensourcefinancialmodels.com on 8 Feb 2012
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  • Size:

    6.30 MB

  • License:

    Freeware

  • OS:

    Windows

  • Price:

    $0.00

  • Updated:

    8 Feb 2012

  • Downloads:

    102 (0 last week)
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. 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. 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, ComplexChooser, 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, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption and Convertible Bond.

What's new in this version: Categorizable Model Combobox Drop, New Termstucture Models, New Bond Models. New Calculations YTM, Convexity & Duration

Antivirus information

Download3K has downloaded and tested OptionMatrix on 16 May 2012 with some of Today's best antivirus engines and you can find below, for your convenience, the scan results:

  • Bitdefender:

    Clean

  • NOD 32:

    Clean

  • Avira:

    Clean

  • Kaspersky:

    Clean
OptionMatrix Antivirus Report
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5/5
(2 votes)
Excellent
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