optionmatrix
Financial Derivatives Calculator with 171+ Models (Options Calculator)
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Download Latest Version (.zip)- README
- Makefile.am
- Makefile.in
- 1.png
- 1.txt
- 10.png
- 10.txt
- 11.png
- 11.txt
- 2.png
- 2.txt
- 3.png
- 3.txt
- 3Calls3Puts.png
- 3Calls3Puts.txt
- 4.png
- 4.txt
- 5.png
- 5.txt
- 6.png
- 6.txt
- 7.png
- 7.txt
- 8.png
- 8.txt
- 9.png
- 9.txt
- Calendar.png
- Calendar.txt
- CalendarButton.png
- CalendarButton.txt
- CalendarSpread.png
- CalendarSpread.txt
- CNDDrop.png
- CNDDrop.txt
- CNDDropDown.png
- CNDDropDown.txt
- ConsoleCategories.png
- ConsoleCategories.txt
- ConsoleChain.png
- ConsoleChain.txt
- ConsoleFormat.png
- ConsoleFormat.txt
- ConsoleInputs.png
- ConsoleInputs.txt
- ConsoleSelect.png
- ConsoleSelect.txt
- ConsoleWelcome.png
- ConsoleWelcome.txt
- CouponEditor.png
- CouponEditor.txt
- CUSTInput.png
- CUSTInput.txt
- CycleClosed.png
- CycleClosed.txt
- CycleDropOpen.png
- CycleDropOpen.txt
- DateEngine.png
- DateEngine.txt
- DateEngineProperties.png
- DateEngineProperties.txt
- DateEngineSelected.png
- DateEngineSelected.txt
- DisplayFormats.png
- DisplayFormats.txt
- download.png
- Export.png
- Export.txt
- favicon.ico
- Greeks.png
- Greeks.txt
- icon_optionmatrix128x128.png
- icon_optionmatrix256x256.png
- icon_optionmatrix32x32.png
- icon_optionmatrix48x48.png
- icon_optionmatrix64x64.png
- Leg1.png
- Leg1.txt
- Leg1Leg2.png
- Leg1Leg2.txt
- LegControls.png
- LegControls.txt
- ModelByAuthor.png
- ModelByAuthor.txt
- ModelDropDownOpen.png
- ModelDropDownOpen.txt
- ModelsList.png
- ModelsList.txt
- MonthAdjuster.png
- MonthAdjuster.txt
- MonthsAcross.png
- MonthsAcross.txt
- MonthsToStrike.png
- MonthsToStrike.txt
- MonthToStrikes.png
- MonthToStrikes.txt
- OptionMatrix.png
- OptionMatrix.txt
- OptionMatrixCalendarDated.png
- OptionMatrixCalendarDated.txt
- OptionMatrixSpreads.png
- OptionMatrixSpreads.txt
- OptionMatrixWin1.png
- OptionMatrixWin1.txt
- Precision.png
- Precision.txt
- PrefsSettings.png
- PrefsSettings.txt
- PriceInterestStandard.png
- PriceInterestStandard.txt
- RealTime.png
- RealTime.txt
- SleepDelay.png
- SleepDelay.txt
- SpreadCheckbox.png
- SpreadCheckbox.txt
- SpreadLegs.png
- SpreadLegs.txt
- SpreadsCCPPCPPC.png
- SpreadsCCPPCPPC.txt
- StrikeDropDownAndAdjuster.png
- StrikeDropDownAndAdjuster.txt
- Strikes.png
- Strikes.txt
- StrikesDrop.png
- StrikesDrop.txt
- Time.png
- Time.txt
- UseDateEngine.png
- UseDateEngine.txt
- epsf.tex
- fdl.texi
- Makefile.am
- Makefile.in
- mdate-sh
- optionmatrix.info
- optionmatrix.pdf
- optionmatrix.texi
- README
- stamp-vti
- texinfo.tex
- version.texi
- optionmatrix.png
- optionmatrix_console.png
- optionmatrix.png
- optionmatrix_console.png
- optionmatrix.png
- optionmatrix.xpm
- optionmatrix_console.png
- optionmatrix_console.xpm
- optionmatrix.png
- optionmatrix_console.png
- optionmatrix.png
- optionmatrix_console.png
- optionmatrix.icns
- README
- C++.ico
- HTMLhelper.ico
- information.ico
- installer.ico
- optionmatrix.ico
- optionmatrixdos.ico
- pdf.ico
- README
- Tests.ico
- Website.ico
- optionmatrix.desktop
- OptionMatrix.png
- optionmatrix_console.desktop
- Makefile.am
- Makefile.in
- args.cpp
- checks.cpp
- cumulative_norm.cpp
- defaults.cpp
- defs.h
- distributions.cpp
- environment.h
- extern.h
- finrecipes.h
- futures.cpp
- greeks.cpp
- license.h
- logger.cpp
- main.h
- Makefile.am
- Makefile.in
- metaoptions.h
- misc.h
- options_calls.cpp
- options_puts.cpp
- prototypes.h
- QuantLib.h
- README
- sanity.cpp
- termstructure.cpp
- test.h
- tickers.cpp
- time.cpp
- curses_calendar.cpp
- curses_demo.cpp
- curses_display.cpp
- curses_include.h
- curses_inputs.cpp
- curses_main.cpp
- curses_misc.cpp
- curses_process.cpp
- curses_prop.cpp
- Makefile.am
- Makefile.in
- README
- 1.png
- 10.png
- 11.png
- 12.png
- 13.png
- 14.png
- 2.png
- 3.png
- 4.png
- 5.png
- 6.png
- 7.png
- 8.png
- 9.png
- gtk_bonds.cpp
- gtk_calendar.cpp
- gtk_cashflow.cpp
- gtk_checkbutton.cpp
- gtk_combobox.cpp
- gtk_dialog.cpp
- gtk_display.cpp
- gtk_extern.h
- gtk_glade_xml.glade
- gtk_glade_xml.h
- gtk_icon.h
- gtk_include.h
- gtk_main.cpp
- gtk_main.h
- gtk_menu.cpp
- gtk_radio.cpp
- gtk_scale.cpp
- gtk_spin.cpp
- gtk_thread.cpp
- Makefile.am
- Makefile.in
- README
- basicmodels.h
- black_76.cpp
- black_scholes.cpp
- delta.cpp
- future.cpp
- Makefile.am
- Makefile.in
- merton_73.cpp
- pre-BSM.cpp
- examples_alternative_formulas.cc
- examples_approximations.cc
- examples_average_and_lookback_options.cc
- examples_binomial.cc
- examples_binomial_approximations.cc
- examples_binomial_term_structure_models.cc
- examples_black_scholes.cc
- examples_black_scholes_extensions.cc
- examples_bond_flat_term_structure.cc
- examples_bond_options.cc
- examples_credit_risk.cc
- examples_finite_differences.cc
- examples_forwards_futures.cc
- examples_generic_binomial.cc
- examples_implicit_finite_diff_itpp.cc
- examples_implicit_finite_diff_newmat.cc
- examples_interest_rate_trees_gbm.cc
- examples_interest_rate_trees_ho_lee.cc
- examples_mean_variance_cxx_itpp.cc
- examples_mean_variance_cxx_newmat.cc
- examples_normal_distribution.cc
- examples_present_value.cc
- examples_simulation.cc
- examples_term_structure.cc
- examples_term_structure_derivatives.cc
- examples_term_structure_model.cc
- examples_trinomial.cc
- examples_warrants.cc
- Makefile.am
- Makefile.in
- prototypes.h
- run_all_examples.cc
- anal_price_am_call_div.cc
- approx_am_call.cc
- approx_am_put.cc
- approx_am_put_geske_johnson.cc
- approx_am_put_johnson.cc
- bermudan_call_option.cc
- bermudan_put_option.cc
- bin_am_call.cc
- bin_am_call_payout.cc
- bin_am_delta_call.cc
- bin_am_delta_put.cc
- bin_am_div_call.cc
- bin_am_div_put.cc
- bin_am_partials_call.cc
- bin_am_partials_put.cc
- bin_am_prop_div_call.cc
- bin_am_prop_div_put.cc
- bin_am_put.cc
- bin_am_put_payout.cc
- bin_eur_call.cc
- bin_eur_call_ud.cc
- bin_eur_call_ud_one.cc
- bin_eur_put.cc
- binomial_generic.cc
- binomial_generic_delta.cc
- binomial_tree_ud.cc
- black_scholes_call.cc
- black_scholes_call_div.cc
- black_scholes_delta_call.cc
- black_scholes_delta_put.cc
- black_scholes_imp_vol_bisect.cc
- black_scholes_imp_vol_newt.cc
- black_scholes_partials_call.cc
- black_scholes_partials_put.cc
- black_scholes_price_payout_call.cc
- black_scholes_price_payout_put.cc
- black_scholes_put.cc
- black_scholes_put_div.cc
- bondopt_call_binom_am.cc
- bondopt_call_bs.cc
- bondopt_call_coupon_bs.cc
- bondopt_call_rend_bart.cc
- bondopt_call_vasicek.cc
- bondopt_put_binom_am.cc
- bondopt_put_bs.cc
- bondopt_put_coupon_bs.cc
- bondopt_put_vasicek.cc
- bonds_convexity.cc
- bonds_convexity_discrete.cc
- bonds_convexity_termstru.cc
- bonds_duration.cc
- bonds_duration_discrete.cc
- bonds_duration_macaulay.cc
- bonds_duration_macaulay_discrete.cc
- bonds_duration_modified.cc
- bonds_duration_termstru.cc
- bonds_price.cc
- bonds_price_both.cc
- bonds_price_discrete.cc
- bonds_price_termstru.cc
- bonds_yield.cc
- bonds_yield_discrete.cc
- cflow_irr.cc
- cflow_irr_discrete.cc
- cflow_irr_test_unique.cc
- cflow_pv.cc
- cflow_pv_discrete.cc
- cum_normal.cc
- cum_normal_bivariate.cc
- currency_opt_bin_call.cc
- currency_opt_bin_put.cc
- currency_opt_euro_call.cc
- currency_opt_euro_put.cc
- exotics_asian_price_call.cc
- exotics_lookback_call.cc
- exotics_lookback_put.cc
- fin_recipes.h
- fin_recipes_extra.h
- fin_recipes_gsl.h
- fin_recipes_itpp.h
- fin_recipes_newmat.h
- findiff_exp_am_call.cc
- findiff_exp_am_put.cc
- findiff_exp_eur_call.cc
- findiff_exp_eur_put.cc
- findiff_imp_am_call_newmat.cc
- findiff_imp_am_put_itpp.cc
- findiff_imp_am_put_newmat.cc
- findiff_imp_eur_call_newmat.cc
- findiff_imp_eur_put_newmat.cc
- futures_opt_call_bin.cc
- futures_opt_call_black.cc
- futures_opt_put_bin.cc
- futures_opt_put_black.cc
- futures_price.cc
- heston_price.cc
- interest_rate_trees_gbm_build.cc
- interest_rate_trees_gbm_value_of_callable.cc
- interest_rate_trees_gbm_value_of_cashflows.cc
- Makefile.am
- Makefile.in
- merton_jump_diff_call.cc
- mv_calc_itpp.cc
- mv_calc_newmat.cc
- mv_calc_port_unconstrained_itpp.cc
- mv_calc_port_unconstrained_newmat.cc
- N3.cc
- normdist.cc
- normdist.h
- opt_price_trinom_am_call.cc
- opt_price_trinom_am_put.cc
- option_price_american_perpetual_call.cc
- option_price_american_perpetual_put.cc
- payoff_average.cc
- payoff_binary_options.cc
- payoff_binary_put_call.cc
- payoff_black_scholes_case.cc
- payoff_lookback.cc
- random_normal.cc
- random_uniform.cc
- sim_euro_opt_generic_routine_price_sequence_control_variate.cc
- simulate_european_options_generic_routine.cc
- simulate_european_options_generic_routine_antithetic_variate.cc
- simulate_european_options_generic_routine_control_variate.cc
- simulate_european_options_generic_routine_price_sequence.cc
- simulate_lognormal_variable.cc
- simulate_lognormally_distributed_sequence.cc
- simulated_call_euro.cc
- simulated_delta_call.cc
- simulated_delta_put.cc
- simulated_put_euro.cc
- term_structure_class.cc
- term_structure_class.h
- term_structure_class_cir.cc
- term_structure_class_cubic_spline.cc
- term_structure_class_flat.cc
- term_structure_class_flat.h
- term_structure_class_ho_lee.cc
- term_structure_class_ho_lee_build_tree.cc
- term_structure_class_ho_lee_calc.cc
- term_structure_class_ho_lee_price_bond_option.cc
- term_structure_class_interpolated.cc
- term_structure_class_interpolated.h
- term_structure_class_nelson_siegel.cc
- term_structure_class_svensson.cc
- term_structure_class_svensson.h
- term_structure_class_vasicek.cc
- termstru_discfact_cir.cc
- termstru_discfact_cubic_spline.cc
- termstru_discfact_vasicek.cc
- termstru_transforms.cc
- termstru_yield_interpolated.cc
- termstru_yield_nels_sie.cc
- termstru_yield_svensson.cc
- warrant_price_black_scholes.cc
- warrant_price_black_scholes_dividends.cc
- AUTHORS
- ChangeLog
- README
- AmericanExchangeOption.c
- AssetOrNothing.c
- BarrierBinominal.c
- BAWAmericanApprox.c
- BAWbisection.c
- BinaryBarrier.c
- bisection.c
- black76.c
- blackscholes.c
- BSAmericanApprox.c
- BSbisection.c
- CashOrNothing.c
- cbnd.c
- check_options.c
- cnd.c
- ComplexChooser.c
- ConvertibleBond.c
- CRRBinominal.c
- DiscreteAdjustedBarrier.c
- DoubleBarrier.c
- EquityLinkedFXO.c
- EuropeanExchangeOption.c
- ExchangeExchangeOption.c
- Executive.c
- ExtendibleWriter.c
- ExtremeSpreadOption.c
- FixedStrikeLookback.c
- FloatingStrikeLookback.c
- ForEquOptInDomCur.c
- ForwardStartOption.c
- GapOption.c
- GarmanKohlhagen.c
- gbs.c
- gcarry.c
- gdelta.c
- GeometricAverageRateOption.c
- gfrench.c
- ggamma.c
- grho.c
- gtheta.c
- gvega.c
- JumpDiffusion.c
- LevyAsian.c
- LookBarrier.c
- Makefile.am
- Makefile.in
- merton73.c
- metaoptions.h
- MiltersenSwartz.c
- NewtonRaphson.c
- OptionsOnOptions.c
- OptionsOnTheMaxMin.c
- PartialFixedLB.c
- PartialFloatLB.c
- PartialTimeBarrier.c
- PartialTimeTwoAssetBarrier.c
- Quanto.c
- RollGeskeWhaley.c
- SimpleChooser.c
- SoftBarrier.c
- SpreadApproximation.c
- StandardBarrier.c
- SuperShare.c
- Swapoption.c
- TakeoverFXoption.c
- ThreeDimensionalBinominal.c
- TimeSwitchOption.c
- TrinominalTree.c
- TurnbullWakemanAsian.c
- TwoAssetBarrier.c
- TwoAssetCashOrNothing.c
- TwoAssetCorrelation.c
- VasicekBondOption.c
- VasicekBondPrice.c
- Makefile.am
- Makefile.in
- TESTSUITE.README
- AUTHORS
- ChangeLog
- binomial.cpp
- binomial.h
- Makefile.am
- Makefile.in
- README
- apt-get.sh
- dnf.sh
- README
- tab.sh
- yum.sh
- zypper.sh
- .gitignore
- AUTHORS
- ChangeLog
- compile
- config.guess
- config.h.in
- config.sub
- configure
- configure.ac
- COPYING
- depcomp
- HOWTO
- INSTALL
- install-sh
- make_builds.sh
- make_tests.sh
- make_tests_quantlib.sh
- Makefile.am
- Makefile.in
- missing
- NEWS
- README
- README.how_to_make_a_release
- README.md
- test-driver
- TODO
// repository documentation
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