Open Source Financial Derivatives Calculator - 120 models

Open Source Financial Derivatives Calculator - 120 models

Postby agbradford » Fri Sep 23, 2011 4:31 am

I have published a real-time generalized financial derivatives calculator supporting 120 theoretical models from open source libraries.



I'm mostly using Metaoptions (Bjorn Augestad) and Financial Recipes in C++ (Bernt Arne Oedegaard). Libraries. Feel free to distribute or copy. This is free / open source. This release features new Spread Support with Spread Views and Leg controls.



General Website:

http://opensourcefinancialmodels.com



Full C++ Source Code (GPL / Open Source):

http://opensourcefinancialmodels.com/op ... rix.tar.gz



Windows Installer:

http://opensourcefinancialmodels.com/in ... matrix.exe



Enjoy
Attachments
optionmatrix.tar.gz
The is a gzip tar image that has been built with autotools. tar xfz filename; cd optionmatr*; ./configure ; make
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agbradford
 
Posts: 2
Joined: Tue Sep 20, 2011 5:28 pm

New Release OptionMatrix 1.2c

Postby agbradford » Wed Feb 08, 2012 4:33 pm

New release OptionMatrix Version 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

and more.

* New Adjustable sleep between recalculations

* Minor fixes.



Source:

http://opensourcefinancialmodels.com/optionmatrix.tar.gz



Windows Installer:

http://opensourcefinancialmodels.com/installoptionmatrix.exe
agbradford
 
Posts: 2
Joined: Tue Sep 20, 2011 5:28 pm


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