OptionMatrix is 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.
Version 1.2b Released. for Linux / Windows
* Support for Spreads, controls for both legs
* File -> Text Export - Export screens to flat file
* File -> Source View - View model source code
* New models: bisection, NewtonRaphson, BSbisection, ComplexChooser,
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.
With GPL Linux Download:
A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries.