Showing 23 open source projects for "financial derivatives"

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  • 1
    Finance Database

    Finance Database

    This is a database of 300.000+ symbols containing Equities, ETFs, etc.

    As a private investor, the sheer amount of information that can be found on the internet is rather daunting. Trying to understand what type of companies or ETFs are available is incredibly challenging with there being millions of companies and derivatives available on the market. Sure, the most traded companies and ETFs can quickly be found simply because they are known to the public (for example, Microsoft, Tesla, S&P500 ETF or an All-World ETF). However, what else is out there is often...
    Downloads: 3 This Week
    Last Update:
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  • 2
    Synthetix

    Synthetix

    Synthetix Solidity smart contracts

    Synthetix is a new financial primitive enabling the creation of synthetic assets, offering unique derivatives and exposure to real-world assets on the blockchain. Leveraging the Synthetix debt pool and our innovative liquidity framework, our traders are guaranteed to have some of the best price execution around, with little to no slippage and fills you can’t get elsewhere. Capture the price movements of popular cryptocurrencies, fiat currencies, stocks, commodities and more with zero slippage...
    Downloads: 0 This Week
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  • 3
    OptionMatrix

    OptionMatrix

    Financial Derivatives Calculator with 168+ Models (Options Calculator)

    A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump...
    Downloads: 17 This Week
    Last Update:
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  • 4
    optionscat

    optionscat

    European options tool, compound calc, finance manager for traders...

    ... the 1997 Nobel Prize in Economics for their work in finding a new method to determine the value of derivatives (the Nobel Prize is not given posthumously; however, the Nobel committee acknowledged Black's role in the Black-Scholes model). Read more: Options Pricing: Black-Scholes Model| Investopedia http://www.investopedia.com/university/options-pricing/black-scholes-model.asp#ixzz4T9rfuUyJ
    Downloads: 0 This Week
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  • 5
    NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.
    Downloads: 0 This Week
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  • 6
    A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
    Downloads: 36 This Week
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  • 7
    The objective of this project is to create a library of code for pricing financial derivatives products using CUDA to achieve GPU programming.
    Downloads: 0 This Week
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  • 8
    LMM Pricer

    LMM Pricer

    LIBOR Market Model Derivatives Pricer

    A library and Excel Spreadsheet for generating LIBOR Market Model sample paths.
    Downloads: 0 This Week
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  • 9

    NetQL

    A quantitative finance .NET library wrapping QuantLib.

    A quantitative finance .NET library wrapping QuantLib (http://quantlib.org/). A free/open-source tool for derivatives and financial engineering.
    Downloads: 0 This Week
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  • 10
    JavaScript Framework for Monte Carlo simulation. Users can create custom web applications with this framework, suitable for financial derivatives, price call, FOREX and much more.
    Downloads: 0 This Week
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  • 11
    Open source derivatives trade processing.
    Downloads: 0 This Week
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  • 12
    The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.
    Downloads: 0 This Week
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  • 13
    .Net libary for pricing financial derivatives.
    Downloads: 0 This Week
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  • 14
    Fourier Space Time-stepping Framework
    Fourier Space Time-stepping framework is a numerical approach for pricing of financial derivatives based on the fast Fourier transform. Price European, American and other options under various models in equity, commodity and interest rate markets.
    Downloads: 0 This Week
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  • 15
    Benefit of trend following techniques on spread betting derivatives by discovering new trends, creating, testing and applying daily your strategies.
    Downloads: 0 This Week
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  • 16
    Risk Quantify aims to provide a comprehensive framework for the trading, risk analysis and back office management of financial derivatives. Initially the system will support FX, Interest Rate and Equity-based products.
    Downloads: 0 This Week
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  • 17
    Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references.
    Downloads: 0 This Week
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  • 18
    QUANTBOOST, a Complete Library, Modelling of Derivatives in C++. Based on Wiley C++ Derivatives, as well as BOOST C++ Multithreading techniques and will support a quant fund approach type of forecasting and portfolio management. I will have direct access
    Downloads: 0 This Week
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  • 19
    eeral is a credit portfolio model for academic purposes. it allows to include various instruments like loans, backup lines, derivatives, n-th to default swaps etc. we start of with a vasicek gaussian factor model but will hopefully extend it further.
    Downloads: 0 This Week
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  • 20
    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.
    Downloads: 0 This Week
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  • 21
    AIM Sniff is a network sniffer specifically designed to pick up messages transmitted using the AIM or MSN clients and their derivatives. All information can be sent to STDOUT or a MySQL DB.
    Downloads: 2 This Week
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  • 22
    An OpenSource Java implementation of a financial derivatives trading system. The system will have a core set of analytical libraries, used by EJB beans to provide SOAP services.
    Downloads: 0 This Week
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  • 23
    A Java class library for developing financial analyses, with a focus on treasury and derivatives trades.
    Downloads: 0 This Week
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