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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...

Framework for developing web-based applications (CMS, portals, ERPs etc.) It includes multilanguage support, permits management, MVC mini framework, package structure, template engine, javascript library, simple GUI library, caching system, captcha.

... knowledge to assign exact weight values but they can rank the importance by their expertise or experience. [...] [Our model] requires no pre-defined weight values. At the same time, our model can incorporate some user control by ranking of relative importance of the criteria. [...] decision makers only rank the relative importance of criteria, rather than specifying the degree of relativity. [...] [our model] does not require users with any optimization background."