DerivaQuant

DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.

Project Samples

Dividends are retrieved from a Postgresql database

Interest rates are retrieved from a Postgresql database

Pricer menu : European or American Options

Pricer can price European and American options

Project Activity

See All Activity >

License

GNU General Public License version 2.0 (GPLv2)

Follow DerivaQuant

DerivaQuant Web Site

Other Useful Business Software

Find Hidden Risks in Windows Task Scheduler

Free diagnostic script reveals configuration issues, error patterns, and security risks. Instant HTML report.

Windows Task Scheduler might be hiding critical failures. Download the free JAMS diagnostic tool to uncover problems before they impact production—get a color-coded risk report with clear remediation steps in minutes.

Download Free Tool

Rate This Project

User Reviews

Be the first to post a review of DerivaQuant!

Additional Project Details

Operating Systems

FreeBSD, Linux

Intended Audience

Advanced End Users, Developers, Financial and Insurance Industry, Information Technology

User Interface

Programming Language

C++

Database Environment

PostgreSQL (pgsql)

Related Categories

C++ Investment Management Software

Registered

2005-05-19

Similar Business Software

Sharesight

Sharesight is one of the world's most popular investment portfolio trackers used in over 100 countries across the globe. It automatically tracks your stocks, ETFs, dividends, currency changes, mutual funds, stock splits & more all in one place. You can use Sharesight to see your total...

See Software
ZenTreasury

ZenTreasury is a cloud-based IFRS 16 lease accounting and treasury solution for companies managing anywhere from tens to thousands of contracts. It automates lease classification, modifications, journal entries, and disclosure reporting, helping finance teams eliminate spreadsheet risk and stay...

See Software
PackHedge™

PackHedge™ is the world’s most advanced investment industry solution for Alternative/Hedge funds, Private Equity funds, Traditional/Mutual funds and many other investment instruments (UCITS, ETF, Equities, Real Estate, Forwards, Currencies, etc.) empowering quantitative and qualitative research...

See Software
Dynamo Software

Transform how you manage alternative investments with Dynamo Software’s cloud-native, AI-powered platform that unifies front-, middle-, and back-office operations into one configurable solution. For General Partners (GPs), Dynamo provides an edge with advanced CRM, deal pipeline management,...

See Software
NaviPlan

Built on the most precise calculation engine in the financial planning market, NaviPlan® empowers firms to cater their services to any client, from simple goals-based assessments to advanced cash flow planning analysis. From simple goals-based assessments to advanced retirement income scenarios...

See Software
AlternativeSoft

AlternativeSoft is used by institutional investors investing in Mutual Funds, Hedge Funds & Private Market Funds. AlternativeSoft is the preferred choice for many of the globe's leading institutional investors investing in mutual funds, hedge funds and private equity funds. Best Risk...

See Software