2 projects for "source engine" with 2 filters applied:

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  • 1
    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
    Last Update:
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  • 2
    QuickFIX
    QuickFIX is the worlds first Open Source C++ FIX (Financial Information eXchange) engine, helping financial institutions easily integrate with each other. The SVN repository is now locked. Latest code is hosted at github. https://github.com/quickfix/quickfix
    Downloads: 32 This Week
    Last Update:
    See Project
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