A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. 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. Timing is accurate to one second and pricing is re-calculated every second. 9 choices for computing the cumulative normal distribution. All inputs can be changed on the fly with spin buttons, comboboxes, scale buttons and calendar selection.
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, 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, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption and Convertible Bond.
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Look at the free or trial alternatives and similar apps to OptionMatrix software by the tags. It's possible also to find substitutes for the most popular titles in the Business & Management category.
| Vasicek | Spread | Roll Geske Whaley | Put | Options | Monte Carlo | Merton-73 | Kohlhagen | Jump Diffusion | Implied Volatility | Garman | Future | Financial | Derivative | Call | Calculator | Bond | Black-scholes | Black-76 | Binomial |
History updates (Complete changelogs since the listing on this site)
Other versions : 1.4.0 1.2c 1.2b
Documentation / PDF, Autotools packaging changs. Minor fixes.
Categorizable Model Combobox Drop, New Termstucture Models, New Bond Models. New Calculations YTM, Convexity & Duration
Spread Engine, Spread Views, Spread Leg Controls, Cash Flow Editor, File Export, New Models
Predicted future versions and notices:
The doDownload.com constantly monitors the update of all programs, including information from the OptionMatrix 1.4.2 changelog file, however sometimes it can happen that data are not complete or are outdated.We assume that author continue's to develop 1.5.0 version with further advanced features, and soon you will be informed. Equally important 2.0.0 upgrades of the program we will continue to monitor. Full OptionMatrix description has been compared with the overall software database and our algorithm has found the following applications (are showed below).
(9.28MB, Extension: EXE)