Showing 2 open source projects for "fisch-script-engine-roblox"

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    OptionMatrix

    OptionMatrix

    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 Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more
    Downloads: 1 This Week
    Last Update:
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  • 2
    Project contains engine to construct Fuzzy Reasoning System. Package might be used when Fuzzy Reasoning is appropriate e.g. in trading, control, modelling, human behavior simulation.
    Downloads: 0 This Week
    Last Update:
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