DerivaQuant

DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.

Project Samples

Dividends are retrieved from a Postgresql database

Interest rates are retrieved from a Postgresql database

Pricer menu : European or American Options

Pricer can price European and American options

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License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Operating Systems

FreeBSD, Linux

Intended Audience

Advanced End Users, Developers, Financial and Insurance Industry, Information Technology

User Interface

Programming Language

C++

Database Environment

PostgreSQL (pgsql)

Related Categories

C++ Investment Management Software

Registered

2005-05-19

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