optionmatrix online with Winfy

We have hosted the application optionmatrix in order to run this application in our online workstations with Wine or directly.

Quick description about optionmatrix:

A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. 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.

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, Bachelier, 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 and more.

Features:

• Black-Scholes
• Real-time multi-model option chain pricing
• Real-time time bleeding
• Configurable option expiration date engines
• Configurable strike control system
• Option analytics (Greeks)
• Spread calculations

Audience: Financial and Insurance Industry, Education, Developers, End Users/Desktop.
User interface: X Window System (X11), Console/Terminal, Command-line, GTK+.
Programming Language: C++, C.
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