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Open Source Financial Derivatives Calculator - 120 models

 
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Author Open Source Financial Derivatives Calculator - 120 models
agbradford



Joined: 20 Sep 2011
Posts: 2
PostPosted: Wed Feb 08, 2012 3:33 pm    Post subject: New Release OptionMatrix 1.2c Reply with quote
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
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agbradford



Joined: 20 Sep 2011
Posts: 2
PostPosted: Fri Sep 23, 2011 3:31 am    Post subject: Open Source Financial Derivatives Calculator - 120 models Reply with quote
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/optionmatrix.tar.gz

Windows Installer:
http://opensourcefinancialmodels.com/installoptionmatrix.exe

Enjoy

optionmatrix.tar.gz
 Description:
The is a gzip tar image that has been built with autotools. tar xfz filename; cd optionmatr*; ./configure ; make

Download
 Filename:  optionmatrix.tar.gz
 Filesize:  721.38 KB
 Downloaded:  192 Time(s)
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