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Other

READ / WRITE REVIEW File Information

  • Submitted: Oct 27 2011 01:22 AM
  • Last Updated: Oct 27 2011 01:22 AM
  • File Size: 6.43MB
  • Views: 789
  • Downloads: 10
  • Will Run On: All Window
  • Author's Site: Click Here
  • Notes/Requirements: Full GPL Source available:
    http://opensourcefinancialmodels.com/optionmatrix.tar.gz

    Compiles on Linux / Unix
  • License: Private and Commercial Use

OptionMatrix 1.2b

* * * * * 2 Votes

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Screenshots
Publishers Description

OptionMatrix: The Advanced Derivatives Calculator


A real-time generalized financial derivatives calculator supporting 120 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-occurring 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 real-time with spin buttons, combo boxes, 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, Time Switch Option, Look Barrier, Partial Time Barrier, Gap Option, Extreme Spread Option, Simple Chooser, ComplexChooser, Partial Fixed Lookback, Executive, Cash or Nothing, Extendible Writer, Options On Options, BAW American Approx, BS American Approx, Asset or Nothing, Bisection, BAW Bisection, BS Bisection, Gfrench, Gcarry, Swap Option, Complex Chooser, Super Share, Equity Linked FXO, Spread Approximation, Binary Barrier, Floating Strike Lookback, Options on the Max Min, Partial Float Lookback, Fixed Strike Lookback, Double Barrier, Standard Barrier, Soft Barrier, 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, bisection, NewtonRaphson, Rendleman Bartter, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, EuropeanExchangeOption, MiltersenSchwartz, Heston, Bermudan, AmPutApproxGeskeJohn, PartialTimeTwoAssetBarrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption, Convertible Bond, CRRBinominal, 3D-Binominal, Trinominal Tree, Finite Diff Explicit and more

What's New in Version 1.2b (See full changelog)

  • 2011-09-04 A. Bradford [email protected]
  • * New support for Spreads, controls for both legs
  • * New Menu File -> Text Export - Export screens to flat file
  • * New Menu File -> Source View - View model source code
  • * New models: bisection, NewtonRaphson, BSbisection, ComplexChooser,
  • VasicekBondPrice, BondZeroVasicek, VasicekBondOption,
  • TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier,
  • EuropeanExchangeOption, MiltersenSchwartz, Heston,
  • AmPutApproxGeskeJohn, PartialTimeTwoAssetBarrier, TwoAssetBarrier,
  • TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption
  • Convertible Bond, CRRBinominal, 3D-Binominal, Trinominal Tree,
  • Finite Diff Explicit and more.
  • 2011-04-20 A. Bradford [email protected]
  • * ExtendibleWriter, OptionsOnOptions, PartialFixedLB, LookBarrier,
  • PartialTimeBarrier, TurnbullWakemanAsian, PartialFloatLB all
  • could cash when first time variable was less than the secondary
  • * Fixed iterating strike scaling issue for very small strikes
  • * Now autodetects and links to gsl library, configure.ac, Makefile.in
  • re-done.
  • * New custom strike display format for the date engine.
  • 2011-02-15 A. Bradford [email protected]
  • * Fixed GUI alignment of some spin buttons
  • * bug in curses version, time(&properties.starttime2) timer
  • not being called for t2 models
  • * grab-focus out of spin button time / days after user input
  • for better user work flow
  • * General clean up, removed TABs from the source code.
  • 2011-01-10 A. Bradford [email protected]
  • * Added labels/spinbuttons for changing Distribution Variance and
  • Distribution Mean when using numerical integration methods.


Screenshots

Screenshots



Scanned & Checked: Oct 27 2011 01:22 AM

When we last updated OptionMatrix, we made sure it was still virus and malware free and the developer's site had no proven issues in any of the reputable site advisory services. In the unlikely event you notice any issues, please let us know immediately, otherwise we will schedule this software for another scan the next time it is updated.

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