This ActiveX DLL software can calculate option prices, risk sensitivities, implied volatility, and implied strike on various assets such as stocks, bonds, commodities, and equities.

One of the key benefits of FinOptions Dev is the comprehensive collection of financial functions it offers for analyzing derivatives across a range of securities and assets. With this software, users can easily calculate theoretical value, sensitivities, implied volatility, and implied strike.
The object model of FinOptions Dev is designed to be intuitive and user-friendly, with all its functions able to be easily integrated into both new and existing applications. It also offers the ability to adjust for various factors such as dividends and yield rates, which in turn allows users to accurately price options for bonds, commodities, equities, foreign currencies, and futures.
Additionally, FinOptions Dev comes with a sample application and documentation that enables users to try each function and also provides a starting point for those new to its libraries.
FinOptions Dev has undergone rigorous testing, making it an incredibly reliable tool that has been designed to save users time and improve the accuracy of their calculations. It is written in C++, which provides lightning-fast calculations that are sure to enhance the performance of any application that incorporates it.
Version 2.0: N/A