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...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

A basic calculator with features for people with visual impairments. Check out our website below for details:

Mibian Lib is an open source options pricing library in python

***** MOVED TO GITHUB: http://github.com/frgomes/jquantlib ***** JQuantLib provides a free, open-source and comprehensive framework for quantitative finance. It's a 100% Java translation of QuantLib, which is written in C++. JQuantLib provides pricing valuation of a wide range of asset classes, methods and models.

This is a project to model out different option scenarios using Java and price them accordingly. The hope is to take this practice out of wall street's hands and allow everyone to price and run sensitivity analysis without paying an analyst.

Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.

BLacK PeaRL Billing adalah software untuk menghitung waktu/biaya pemakaian pada rental komputer atau pun warnet. memiliki beberapa fasilitas seperti , Personal, Pelajar, Game, Mengetik, Member dan paket.

Excelsior is a next generation automated trading platform designed to support the rapid development of 'black box', quantitative trading systems. A sample Long-Short Equity strategy is featured to demonstrate the platform's capabilities.

Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, Binary Tree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.

Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references.

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.