OptionMatrix: The Advanced Derivatives Calculator

A real-time generalized financial derivatives calculator supporting 120 theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce almost any strike. A generalized date engine can calculate re-occurring distances to any industry used expiration into the future. 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 real-time with spin buttons, combo boxes, 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, Time Switch Option, Look Barrier, Partial Time Barrier, Gap Option, Extreme Spread Option, Simple Chooser, ComplexChooser, Partial Fixed Lookback, Executive, Cash or Nothing, Extendible Writer, Options On Options, BAW American Approx, BS American Approx, Asset or Nothing, Bisection, BAW Bisection, BS Bisection, Gfrench, Gcarry, Swap Option, Complex Chooser, Super Share, Equity Linked FXO, Spread Approximation, Binary Barrier, Floating Strike Lookback, Options on the Max Min, Partial Float Lookback, Fixed Strike Lookback, Double Barrier, Standard Barrier, Soft Barrier, 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, bisection, NewtonRaphson, Rendleman Bartter, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, EuropeanExchangeOption, MiltersenSchwartz, Heston, Bermudan, AmPutApproxGeskeJohn, PartialTimeTwoAssetBarrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption, Convertible Bond, CRRBinominal, 3D-Binominal, Trinominal Tree, Finite Diff Explicit and more