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The OptionMatrix programs are financial derivative calculators
distributed by http://sourceforge.net/projects/optionmatrix.
These calculators are real-time multi-model option chain pricers with
analytics and interactive controls. optionmatrix is the GTK+ graphical user interface version and optionmatrix_console is the Curses version (Unix/Linux console, DOS).
Both programs feature: greeks, decimal date to real-date translations, real-date to decimal date translations, real-time time bleeding, configurable option expiration date engines, calendars, strike control systems, tickers and over 170 option models. optionmatrix also supports: spreads, bonds, term structures, cash flow editing, source code viewing and text exporting.
The OptionMatrix programs use financial model libraries. Models are included from QuantLib, Bjørn Augestad (Metaoptions), Anthony Bradford, Bernt Arne Øedegaard (Financial Numerical Recipes in C++) and Seth Pinsky. The code base can be easily extended to include new models.
The OptionMatrix programs are implemented in C++ and use Autotools for packaging. See Downloading and Installation, for source code and installers. These programs are protected by the GNU General Public License, users are free (in perpetuity) to share and change them.
OptionMatrix was written by Anthony Bradford.
