Detailed Description of OptionMatrix 1.2b
A real-time generalized financial derivatives calculator supporting over 86 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.
OptionMatrix is designed for: Win2000,Win7 x32,Win98,WinVista,WinXP
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