Is a Java based application for pricing financial securities such as Bonds, Equities, Futures, Options, Swaps and for quantifying risks. This is release # 0.18 - Binaries only. HELP WANTED Looking for Java developers with passion for pricing models.
Features
- Black Scholes Option Pricing
- Binomial Option Pricing
- Commodities, Currencies, Stock, Index Futures Pricing
- Bond Pricing
- Internal Rate of Return, NPV calculations
- Black's Formula
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