Advanced Derivatives Calculator - OptionMatrix

Download a real-time generalized derivatives calculator supporting over 86 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-occuring 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 on the fly with spin buttons, comboboxes, scale buttons and calendar selection.

Models supported:

• Black-Scholes
• Merton-73
• Black-76
• RollGeskeWhaley
• GarmanKohlhagen
• JumpDiffusion
• Quanto
• VasicekBondOption
• TurnbullWakemanAsian
• TimeSwitchOption
• LookBarrier
• PartialTimeBarrier
• GapOption
• ExtremeSpreadOption
• SimpleChooser
• PartialFixedLB
• Executive
• CashOrNothing
• ExtendibleWriter
• OptionsOnOptions
• BAWAmericanApprox
• BSAmericanApprox
• AssetOrNothingbisection
• BAWbisection
• BSbisection
• Gfrench
• Gcarry
• Swapoption
• ComplexChooser
• SuperShare
• EquityLinkedFXO
• SpreadApproximation
• BinaryBarrier
• FloatingStrikeLookback
• OptionsOnTheMaxMin
• PartialFloatLB
• FixedStrikeLookback
• DoubleBarrier
• StandardBarrier
• SoftBarrier
• LevyAsian
• GeometricAverageRateOption
• ForwardStartOption
• 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
• ...and many more. 

Attached are 2 versions:

Linux source download - optionmatrix-1.0.tar.gz (Gtk+ and curses versions)

After the download do the following from the Linux command line to build:
tar xfz *.gz; cd optionmatrix-1.0; ./configure; make; cd src
gtkoptionmatrix is the Gtk+ executable, optionmatrix is the curses executable

To install do the following:
sudo make install

Windows Installer - installoptionmatrix.exe
See installation in start menu and on desktop.

OptionMatrix uses open source models from: A. Bradford, S. Pinsky, Bjorn Augestad, Meta Systems AS (metaoptions-0.0.4), Bernt Arne Oedegaard, Financial Numerical Recipes in C++, and others.

Visit: www.opensourcefinancialmodels.com for more details