Showing 2 open source projects for "multi-threaded"

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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...
    Downloads: 2 This Week
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  • 2
    SCOREMATH

    SCOREMATH

    Excel function for multi-criteria selection problems

    SCOREMATH implements the simple-yet-ingenious weighted linear model for multi-criteria selection problems described in Ng, Wan Lung. "An efficient and simple model for multiple criteria supplier selection problem." European Journal of Operational Research 186, no. 3 (2008): 1059-1067. "There are many real situations where the decision makers are able to tell the criteria importance ranking (although they cannot tell the exact values of weights).
    Downloads: 0 This Week
    Last Update:
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