The financial derivatives calculator is a real-time software that supports over 136 theoretical models from open-source libraries. It's not limited to one line of options but rather provides an option chain control system with adjustable inputs.
This software review will take a look at a real-time financial derivatives calculator that supports over 136+ theoretical models from open source libraries. Apart from being time-efficient, the software can handle any strike thanks to its strike control system. Additionally, a generalized date engine can calculate re-occuring distances to any industry used expiration into the future. With a spread engine that offers spread views, it comes with an unprecedented timing of accuracy to one second and pricing is re-calculated every second.
The cumulative normal distribution offers nine choices for computing. Crucially all inputs can be changed on the fly with spin buttons, comboboxes, scale buttons, and calendar selection. The software offers and supports numerous models put into fifteen categories. The categories are 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.
In conclusion, the real-time financial derivatives calculator is a versatile software that offers users a variety of features that are useful in the financial world. From the strike control system to the generalized date engine, the software's efficiency is unparalleled. It supports many models across fifteen categories with the ability to calculate prices every second. Input flexibility means all parameters can be changed on the fly. Overall, a great financial tool to consider.
The cumulative normal distribution offers nine choices for computing. Crucially all inputs can be changed on the fly with spin buttons, comboboxes, scale buttons, and calendar selection. The software offers and supports numerous models put into fifteen categories. The categories are 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.
In conclusion, the real-time financial derivatives calculator is a versatile software that offers users a variety of features that are useful in the financial world. From the strike control system to the generalized date engine, the software's efficiency is unparalleled. It supports many models across fifteen categories with the ability to calculate prices every second. Input flexibility means all parameters can be changed on the fly. Overall, a great financial tool to consider.
What's New
Version 1.4.3: First time available for Mac OS X.