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AnthonyBradford
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Joined: November 4th, 2011, 12:47 pm

Financial Derivatives Calculator w/135+ Models

January 11th, 2013, 1:52 pm

OptionMatrix: The Open Source Financial Derivatives Calculator with 135+ ModelsUpdate version 1.4.1 with fixes and new documentation.See attached PDF Manual with links to autotools source code, Windows Installer,and Linux RPM / Debian packages.These calculators are real-time multi-model option chain pricers with analytics andinteractive controls. optionmatrix is the GTK+ graphical user interface versionand optionmatrix_console is the Curses version (Unix/Linux console, DOS).Both programs feature: greeks, decimal date to real-date translations, real-date to decimaldate translations, real-time time bleeding, configurable option expiration date engines,calendars, strike control systems, tickers and over 135 option models. optionmatrix alsosupports: spreads, bonds, term structures, cash flow editing, source code viewing and textexporting.The OptionMatrix programs use financial model libraries. Model authors include: BjørnAugestad (Metaoptions), Anthony Bradford, Bernt Arne Øedegaard (Financial NumericalRecipes in C++) and Seth Pinsky. The code base can be easily extended to include newmodels.General Website with everything:http://opensourcefinancialmodels.com
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Hansi
Posts: 41
Joined: January 25th, 2010, 11:47 am

Financial Derivatives Calculator w/135+ Models

January 11th, 2013, 2:19 pm

So? What's your point? Don't mean to sound aggressive but this is just a copy paste description. This is a forum, posts should promote discussion.
Last edited by Hansi on January 10th, 2013, 11:00 pm, edited 1 time in total.
 
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AnthonyBradford
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Joined: November 4th, 2011, 12:47 pm

Financial Derivatives Calculator w/135+ Models

January 11th, 2013, 3:13 pm

Just thought it might be interesting to people who followprogramming and software and possibly generate a online discussion. I wrote the control system, I think is pretty unique and interesting.Just added the documentation.Take a look.
Last edited by AnthonyBradford on January 10th, 2013, 11:00 pm, edited 1 time in total.
 
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piterdias
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Joined: July 14th, 2002, 3:00 am

Financial Derivatives Calculator w/135+ Models

January 14th, 2013, 10:18 am

May I give 50 cents here?Your manual don't give models detail and I am assuming that adding it would be a burden for you. Why don't you include the following information for each model?The list of main source files where the model is implementedA link to the reference text you use - book, paper, internet pageA sample (input and output) to be used as reference for who want to change or improve your codeKeep the link to Google - my lazy me loved it :-) I could not test the tool yet, but congrats for your work.Do you know QuantLib? You may want do donate some code to them.Regards,
 
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AnthonyBradford
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Joined: November 4th, 2011, 12:47 pm

Financial Derivatives Calculator w/135+ Models

January 18th, 2013, 1:23 am

The models do appear categorized in a drop down box.The currently selected models library/source is displayed.and you can export the C/C++ source code of the model from the running application underWindows with Menu -> File -> Source ViewThanks for the advice.
Last edited by AnthonyBradford on January 17th, 2013, 11:00 pm, edited 1 time in total.