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Financial Derivatives Calculator with 171+ Models (Options Calculator)
A real-time financial derivatives calculator supporting 171+ 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...
Can calculate mathematical expression. It have a module system witch make it very easy to add own functions. Other features are a graph painter and a tiny programming language designed too make it easy too write small mathematical tools.