OptionMatrix PDF manual

OptionMatrix 1.4.3


OptionMatrix

This manual is for OptionMatrix (version 1.4.3, 7 February 2020), which is a financial derivatives calculator.

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Table of Contents

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© 2013 Anthony Bradford

1 Overview

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.

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© 2013 Anthony Bradford

2 Invoking the OptionMatrix Programs

2.1 Usage Options

The options for running the OptionMatrix programs are:

optionmatrix option
optionmatrix_console option

With no options, optionmatrix launches the GTK+ (GUI) version of OptionMatrix and optionmatrix_console launches the Curses (console, DOS) version.

optionmatrix and optionmatrix_console support the following options:

--help
-h

Print an informative help message on standard output and exit.

--version
-v

Print the version number and licensing information of OptionMatrix on standard output and exit.

--list
-l

List the names of all financial models to standard output and exit.

--source
-s

List source code file names of models not accessible by the application to standard output and exit. If a model’s source code is accessible the optionmatrix program can display source code from the running application.

--debug
-d

Force creation of debug log file optionmatrix.log

--price
-p

Iterate through and test all models to standard output and exit.

--quiet
-q

Iterate through and test all models in quiet mode and exit.

--model
-m

Time test a specific model number to standard output and exit. 200000 executions of model are made and timed by default.

--iterate number
-i number

Set number of executions a model will be time tested for (default 200000)

--Directory
-D

Set model source code directory. The GTK+ version of the application can display source code.

--datadir
-x

Override the datadir variable used for the path to icons / images.

The option --debug ( -d ) is the only option used by both optionmatrix and optionmatrix_console applications. The options --Directory ( -D ) and --datadir ( -x ) are exclusive to optionmatrix. The remaining command line options do not launch an interactive application and only create standard output and exit.

2.2 Examples

Try typing ‘optionmatrix --version

optionmatrix 1.4.3

Copyright (C) 2013 Anthony Bradford.
License GPLv3+: GNU GPL version 3 or later 
<http://gnu.org/licenses/gpl.html>.
This is free software; see the source for copying conditions.  
There is NO warranty; not even for MERCHANTABILITY or 
FITNESS FOR A PARTICULAR PURPOSE.

Written by Anthony Bradford.

Run and time model zero, Black-Scholes, at the default number of iterations (200000)

optionmatrix --model 0

Model #: 0 Black-Scholes

200000 Calls calculated  Time 1.517541s
CPU time: 0.600000s

200000 Puts calculated  Time 1.416533s
CPU time: 0.560000s

Run and time model zero, Black-Scholes, at 1 million iterations

optionmatrix --iterate 1000000 --model 0

Model #: 0 Black-Scholes

1000000 Calls calculated  Time 7.890567s
CPU time: 2.870000s

1000000 Puts calculated  Time 7.357173s
CPU time: 2.780000s

Run the Curses version of OptionMatrix

optionmatrix_console

Run the GTK+ (GUI) version of OptionMatrix

optionmatrix

Run the GTK+ (GUI) version of OptionMatrix and define the model source code location.

optionmatrix --Directory src/c++/optionmatrix/optionmatrix-1.4.3
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3 Graphical Application optionmatrix

3.1 Main Screen

Running optionmatrix with no arguments or just the --debug, -d options will invoke the OptionMatrix GTK+ Graphical Application. The --debug or -d options will cause optionmatrix to create the debug log, optionmatrix.log, in the users home directory or the current working directory of execution. This log file will be populated with diagnostic information while the program is executing.

The initial screen will appear. The default model is Black-Scholes. The option chain on display is being re-calculated every second. Price changes are the result of time bleeding between the current time and the expiration time.


Financial Derivatives Calculator

3.2 Input Controls

3.2.1 Price, Interest Rate and Standard Deviation

Price, interest rate, and standard deviation can be configured via spin buttons.

Financial Engineering Modelling

3.2.2 Time

Time can be entered by the “Time to Expiration” or the “Days to Expiration” spin buttons.

Financial Option Expiration Time

“Time to Expiration” displays time to expiration in years. “Days to Expiration” displays expiration time in days.

Input to either spin button updates both. An exact expiration date and time is calculated from the input, the option chain in the calculator’s grid display will be update to the new expiration date. Date calculations are adjusted for leap day of leap years.

Both spin button’s time value decreases every second as the expiration date approaches. This real-time updating can be toggled with the checkbox “RealTime”.

Real Time Financial Options Pricer

3.2.3 Calendar Picker

A specific calendar date can be selected with the Calendar Picker.

Calendar date selections will update both the “Time to Expiration” and the “Days to Expirations” spin buttons. Pressing the “Calendar” push button will invoke the Calendar Picker popup.

Financial Derivative Expiration Calendar

The popup features year, month and day calendar selections.

Equity Option Puts Calls Expiration Calendar

Select an expiration date and dismiss the popup. The popup does not feature a “OK” or “Cancel” button. The option chain in the calculator’s grid display will be set to the new expiration date.

3.2.4 Strike Controls

A drop down box “Strikes” changes the strike increments or allows custom strike mode.


Financial Derivatives Strikes

Selections include: 5, 1, .5, .1, .01, .001 and CUST


Equity Puts Call Strikes

A scale button “Strike Adjuster” allows scrolling of strikes being displayed in the selected strike increments.

Equity Options Strikes

Selection of drop down item “CUST” allows entering of any strike in the Strike input box.

Financial Derivative Strike

3.3 Date Engine

Selecting the checkbox “Use Date Engine” will invoke the Date Engine.


Equity Puts Calls Expiration

The Date Engine will map option expirations to a default of 3rd Friday+1 @11:59AM going into the future. This is the standard expiration for U.S. Exchange Traded Options. The Date Engine is configurable and can make any re-occuring date used by the options industry.

The option chain’s pricing will be updated as time decreases between the current time and the expirations.


Equity Stock Option Calculator

3.3.1 Date Engine Properties

The Date Engine Properties popup is used to configure the Date Engine. It can be invoked by pressing the Date Engine Properties push button.


Stock Option Expirations

The default expiration setting of 3rd Friday+1 @11:59AM can be changed.


Equity Option Expirations

3.3.2 Month Adjuster

A scale button named “Month Adjuster” can adjust the Date Engine’s months forward.


Financial Modelling Month Adjustment

3.3.3 Option Cycles

The Date Engine supports option cycles. See drop down with label “Cycle”.


Equity Option Cycles

The Cycle drop down includes: All, Jan, Feb, Mar and LEAPS.


Equity Option Cycles Jan Feb Mar

The default setting is “All” which displays all months.

3.3.4 Display Formats

The Date Engine supports many display formats for the option chain.

In the grouping of radio buttons labeled “Display Formats” each radio button changes the option chains display format.

Option Chain Display Formats

The display formats are: Month to Strikes, Months to Strike, Months Across and “3 Call / 3 Put Columns”.

Month to Strikes

“Month to Strikes” features sets of the same expiration month mapped to incrementing strikes.

Option Chain Month Strikes

Months to Strike

“Months to Strike” features sets of incrementing expiration months mapped to the same strike.

Option Chain Months Strike

Months Across

“Months Across” features sets of calls, puts, incrementing strikes and incrementing expiration month columns. The calls have the letter ’c’ before the price while puts have the letter ’p’ before the price.

Option Chain Columns

3 Call / 3 Put Columns

“3 Call / 3 Put Columns” features incrementing strikes with 3 Call Columns and 3 Put Columns.

Equity Option Columns

3.4 Greeks

Option analytics of Call Delta, Put Delta, Gamma, Vega, Call Theta, Put Theta, Call Rho, Put Rho are calculated. They can be seen on the row at the top of the option chain.

Derivative Greeks Delta Gamma Vega Theta Rho

3.5 Spreads

Selection of the checkbox “Spreads” will invoke the Spread Mode.


Financial Derivative Spread Trading

Spread Mode allows the individual leg information for a spread to be controlled.


Derivative Spread Leg Controls

Scale buttons “Strike Adj Leg1” and “Month Adj Leg1” can be used to adjust strikes and months for Leg 1. Scale buttons “Strike Adj Leg2” and “Month Adj Leg2” can be used to adjust strikes and months for Leg 2.


Put Call Derivative Leg Controls

Spreads are displayed on a per row basis.

Derivative Legs

The first set of column references to “Expr Date, Strike, Call, Put” is considered Leg 1. Use scale controls “Strike Adj Leg1” and “Month Adj Leg1” to adjust.

Spread Option Leg

The second set of column references to “Expr Date, Strike, Call, Put” is considered Leg 2. Use scale controls “Strike Adj Leg2” and “Month Adj Leg2” to adjust.

Spread Option Legs

Four spreads are computed “Spread C-C” (Leg 1 Call minus Leg 2 Call), “Spread P-P” (Leg 1 Put minus Leg 2 Put), “Spread C-P” (Leg 1 Call minus Leg 2 Put) and “Spread P-C” (Leg 1 Put minus Leg 2 Call).


Equity Financial Derivatives Spread Legs

Spread views are automatically labeled Vertical Spread, Calendar Spread or Vertical Calendar Spread.

Financial Calendar Horizontal Spread

Vertical Spread indicates strike differences between Leg 1 and Leg 2 (expiration dates are the same). Calendar Spread indicates expiration date differences between Leg 1 and Leg 2 (Strikes are the same). Vertical Calendar Spread indicates strike and calendar date expiration differences between the legs.

3.6 Models

Over 170+ option models are featured in the OptionMatrix Calculator. Model numbers may vary between systems due to library and linker options.

3.6.1 Changing Models

The current pricing model can be changed with the “Model” drop down. The models are listed as categorized folders in the drop down.

Financial Derivatives Options Modelling

3.6.2 Model Categorization

The model drop down box categorization can be controlled via the menu item “Models”. Options include: Models → List by Category, Models → List by Author and Models → List.


Financial Derivatives Model List

Models → List by Author, changes the categorization in the “Models” drop down to be based on author of the model.

Financial Derivatives Model Authors


Models → List, creates no categorized folders. The “Models” drop down box becomes a list of all models.

Models → List by Category, is the default.

3.7 Cash Flow Editor

Some models have multiple dividends or coupons. optionmatrix provides a cash flow editor to add / remove these cash streams. The cash stream is ordered by time. If the “RealTime” checkbox is enabled the dividend or coupons time will bleed.


Financial Cash Flow Editor

3.8 Re-calculations

Selection of Menu item Prefs → Settings will invoke the “Settings Popup”.


Financial Modelling Preferences

The setting “Sleep Delay” controls the time in between option chain re-calculations in seconds. The default setting is 1.


Financial Modelling Pricer Real Time

3.9 Cumulative Normal Distribution

The method of calculating the cumulative normal distribution is controlled with drop down named “CND”.

Cumulative Normal Distribution

Methods include: PolyApprox6, PolyApprox4, Rational1.0*E-7, Rational2.5*E-4, Hart Equation, Romberg’s Method, Simpson’s Rule and Trapezoidal Rule.

Cumulative Normal Distribution List

PolyApprox6 is the default.

3.10 Precision

Decimal place precision can be adjusted with the spin button “Precision”.

Financial Modelling Decimal Precision

Precision is defaulted to eight decimal places to show real-time time bleeding.

3.11 Exporting

Two menu export options are available.

Financial Modelling Decimal Precision


File → Text Export, exports the current option chain to a text window.

File → Source View, exports the current option models C/C++ source code to a text window.

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© 2013 Anthony Bradford

4 Curses optionmatrix_console

4.1 Running

Running optionmatrix_console with no arguments or just the --debug, -d options will invoke the OptionMatrix Curses Application. The Curses Application is a text application with no graphical user interface. The --debug or -d options will cause optionmatrix_console to create the debug log, optionmatrix.log, in the users home directory or the current working directory of execution. This log file will be populated with diagnostic information while the program is executing.

The Curses Application typically runs from a UNIX like console or DOS prompt, it can be associated with a start menu or desktop icon. The Curses Application responds to keyboard events. See Graphical Application optionmatrix, for optionmatrix with a graphical user interface.

4.2 Welcome Screen

A welcome screen will appear with author, version, license, e-mail and website information. Press any key to continue to model selection screen.


Financial Engineering Linux

4.3 Model Selection

Choose a model on the Model Selection screen by typing in its number and pressing RET.

The arrow down and arrow up keys can be used to scroll and view more models. The listing of models exceeds the screen size.

Financial Engineering Linux Models

Once a model is selected the Format Selection screen will appear.

4.4 Format Selection

The Format Selection screen displays the model’s name, models source, display formats and miscellaneous selections. Key selection of 1 - 9 will select a display format for the option’s chain.


Financial Engineering Model Format

Formats are categorized as “(decimal date/date entry dated)” or “(calendar dated)”. See column on the right of the screen.


Financial Engineering Model Format Category

The “(decimal date/date entry dated)” formats allow the user to enter the time to expiration as a decimal date (Example: .5 years away) or enter an explicit date (Example: 1/20/14 - read: Jan 20 2014). The “(calendar dated)” formats set option expirations using a date engine which has a default setting of 3rd Friday+1 @11:59AM going into the future. The Date Engine can be configured to match most industry used option expirations.

Selection of any key 1 - 9 to proceed to the Inputs Screen.

4.5 Inputs

The Input Screen is customized on a per model basis. The user will be prompted for specific inputs for the selected model.

Black-Scholes Inputs

The Pricing Screen will follow.

4.6 Pricing Screen

The option model will begin pricing. The updating pricing changes are the result of time bleeding between the current time and the expiration times. Inputs can be adjusted while the model is pricing. Try typing: S, s, X, x, R, r, V, v or the arrow keys.

Black-Scholes Options

At the money, in the money options are highlighted by default.

Pressing the TAB key will switch to another display format screen. Type ESC to go back to the Model Selection Screen. Type h or ? for help. Type q or Q to quit.

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© 2013 Anthony Bradford

5 Models supported

The OptionMatrix programs support the following models:

5.1 BSM

5.2 American Options

5.3 Single Asset Options

5.4 Two Asset Options

5.5 Jump Diffusion

5.6 Trees & Finite Differences

5.7 Monte Carlo

5.8 Discrete Dividend

5.9 Currency

5.10 Futures

5.11 Interest Rate Derivatives

5.12 Asian

5.13 Implied Volatility

5.14 Bonds

5.15 Term structures

5.16 Misc

5.17 pre-BSM

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© 2013 Anthony Bradford

6 Downloading and Installation

6.1 Installers

Windows and Mac OS X installers can be found at
http://sourceforge.net/projects/optionmatrix

6.2 Unix / Linux Autotools Package

OptionMatrix source code can be downloaded from
http://sourceforge.net/projects/optionmatrix

Type the following on the console in the directory of the download to install.

tar xfz optionmatrix-1.4.3.tar.gz
cd optionmatrix-1.4.3
./configure
make
sudo make install


OptionMatrix
© 2013 Anthony Bradford

7 Documentation

PDF and EPUB documentation can be found at
http://sourceforge.net/projects/optionmatrix

HTML documentation can be found at
https://anthonybradford.github.io/optionmatrix/

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© 2013 Anthony Bradford

8 Reporting bugs

To report bugs, suggest enhancements or otherwise discuss optionmatrix, please send electronic mail to Anthony Bradford.

For bug reports, please include enough information for the maintainers to reproduce the problem. Generally speaking, that means:

When in doubt whether something is needed or not, include it. It’s better to include too much than to leave out something important.

Patches are welcome; if possible, please make them with ‘diff -c’. Please follow the existing coding style.

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© 2013 Anthony Bradford

Appendix A GNU Free Documentation License

Version 1.3, 3 November 2008
Copyright © 2000, 2001, 2002, 2007, 2008 Free Software Foundation, Inc.
http://fsf.org/

Everyone is permitted to copy and distribute verbatim copies
of this license document, but changing it is not allowed.
  1. PREAMBLE

    The purpose of this License is to make a manual, textbook, or other functional and useful document free in the sense of freedom: to assure everyone the effective freedom to copy and redistribute it, with or without modifying it, either commercially or noncommercially. Secondarily, this License preserves for the author and publisher a way to get credit for their work, while not being considered responsible for modifications made by others.

    This License is a kind of “copyleft”, which means that derivative works of the document must themselves be free in the same sense. It complements the GNU General Public License, which is a copyleft license designed for free software.

    We have designed this License in order to use it for manuals for free software, because free software needs free documentation: a free program should come with manuals providing the same freedoms that the software does. But this License is not limited to software manuals; it can be used for any textual work, regardless of subject matter or whether it is published as a printed book. We recommend this License principally for works whose purpose is instruction or reference.

  2. APPLICABILITY AND DEFINITIONS

    This License applies to any manual or other work, in any medium, that contains a notice placed by the copyright holder saying it can be distributed under the terms of this License. Such a notice grants a world-wide, royalty-free license, unlimited in duration, to use that work under the conditions stated herein. The “Document”, below, refers to any such manual or work. Any member of the public is a licensee, and is addressed as “you”. You accept the license if you copy, modify or distribute the work in a way requiring permission under copyright law.

    A “Modified Version” of the Document means any work containing the Document or a portion of it, either copied verbatim, or with modifications and/or translated into another language.

    A “Secondary Section” is a named appendix or a front-matter section of the Document that deals exclusively with the relationship of the publishers or authors of the Document to the Document’s overall subject (or to related matters) and contains nothing that could fall directly within that overall subject. (Thus, if the Document is in part a textbook of mathematics, a Secondary Section may not explain any mathematics.) The relationship could be a matter of historical connection with the subject or with related matters, or of legal, commercial, philosophical, ethical or political position regarding them.

    The “Invariant Sections” are certain Secondary Sections whose titles are designated, as being those of Invariant Sections, in the notice that says that the Document is released under this License. If a section does not fit the above definition of Secondary then it is not allowed to be designated as Invariant. The Document may contain zero Invariant Sections. If the Document does not identify any Invariant Sections then there are none.

    The “Cover Texts” are certain short passages of text that are listed, as Front-Cover Texts or Back-Cover Texts, in the notice that says that the Document is released under this License. A Front-Cover Text may be at most 5 words, and a Back-Cover Text may be at most 25 words.

    A “Transparent” copy of the Document means a machine-readable copy, represented in a format whose specification is available to the general public, that is suitable for revising the document straightforwardly with generic text editors or (for images composed of pixels) generic paint programs or (for drawings) some widely available drawing editor, and that is suitable for input to text formatters or for automatic translation to a variety of formats suitable for input to text formatters. A copy made in an otherwise Transparent file format whose markup, or absence of markup, has been arranged to thwart or discourage subsequent modification by readers is not Transparent. An image format is not Transparent if used for any substantial amount of text. A copy that is not “Transparent” is called “Opaque”.

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    The “Title Page” means, for a printed book, the title page itself, plus such following pages as are needed to hold, legibly, the material this License requires to appear in the title page. For works in formats which do not have any title page as such, “Title Page” means the text near the most prominent appearance of the work’s title, preceding the beginning of the body of the text.

    The “publisher” means any person or entity that distributes copies of the Document to the public.

    A section “Entitled XYZ” means a named subunit of the Document whose title either is precisely XYZ or contains XYZ in parentheses following text that translates XYZ in another language. (Here XYZ stands for a specific section name mentioned below, such as “Acknowledgements”, “Dedications”, “Endorsements”, or “History”.) To “Preserve the Title” of such a section when you modify the Document means that it remains a section “Entitled XYZ” according to this definition.

    The Document may include Warranty Disclaimers next to the notice which states that this License applies to the Document. These Warranty Disclaimers are considered to be included by reference in this License, but only as regards disclaiming warranties: any other implication that these Warranty Disclaimers may have is void and has no effect on the meaning of this License.

  3. VERBATIM COPYING

    You may copy and distribute the Document in any medium, either commercially or noncommercially, provided that this License, the copyright notices, and the license notice saying this License applies to the Document are reproduced in all copies, and that you add no other conditions whatsoever to those of this License. You may not use technical measures to obstruct or control the reading or further copying of the copies you make or distribute. However, you may accept compensation in exchange for copies. If you distribute a large enough number of copies you must also follow the conditions in section 3.

    You may also lend copies, under the same conditions stated above, and you may publicly display copies.

  4. COPYING IN QUANTITY

    If you publish printed copies (or copies in media that commonly have printed covers) of the Document, numbering more than 100, and the Document’s license notice requires Cover Texts, you must enclose the copies in covers that carry, clearly and legibly, all these Cover Texts: Front-Cover Texts on the front cover, and Back-Cover Texts on the back cover. Both covers must also clearly and legibly identify you as the publisher of these copies. The front cover must present the full title with all words of the title equally prominent and visible. You may add other material on the covers in addition. Copying with changes limited to the covers, as long as they preserve the title of the Document and satisfy these conditions, can be treated as verbatim copying in other respects.

    If the required texts for either cover are too voluminous to fit legibly, you should put the first ones listed (as many as fit reasonably) on the actual cover, and continue the rest onto adjacent pages.

    If you publish or distribute Opaque copies of the Document numbering more than 100, you must either include a machine-readable Transparent copy along with each Opaque copy, or state in or with each Opaque copy a computer-network location from which the general network-using public has access to download using public-standard network protocols a complete Transparent copy of the Document, free of added material. If you use the latter option, you must take reasonably prudent steps, when you begin distribution of Opaque copies in quantity, to ensure that this Transparent copy will remain thus accessible at the stated location until at least one year after the last time you distribute an Opaque copy (directly or through your agents or retailers) of that edition to the public.

    It is requested, but not required, that you contact the authors of the Document well before redistributing any large number of copies, to give them a chance to provide you with an updated version of the Document.

  5. MODIFICATIONS

    You may copy and distribute a Modified Version of the Document under the conditions of sections 2 and 3 above, provided that you release the Modified Version under precisely this License, with the Modified Version filling the role of the Document, thus licensing distribution and modification of the Modified Version to whoever possesses a copy of it. In addition, you must do these things in the Modified Version:

    1. Use in the Title Page (and on the covers, if any) a title distinct from that of the Document, and from those of previous versions (which should, if there were any, be listed in the History section of the Document). You may use the same title as a previous version if the original publisher of that version gives permission.
    2. List on the Title Page, as authors, one or more persons or entities responsible for authorship of the modifications in the Modified Version, together with at least five of the principal authors of the Document (all of its principal authors, if it has fewer than five), unless they release you from this requirement.
    3. State on the Title page the name of the publisher of the Modified Version, as the publisher.
    4. Preserve all the copyright notices of the Document.
    5. Add an appropriate copyright notice for your modifications adjacent to the other copyright notices.
    6. Include, immediately after the copyright notices, a license notice giving the public permission to use the Modified Version under the terms of this License, in the form shown in the Addendum below.
    7. Preserve in that license notice the full lists of Invariant Sections and required Cover Texts given in the Document’s license notice.
    8. Include an unaltered copy of this License.
    9. Preserve the section Entitled “History”, Preserve its Title, and add to it an item stating at least the title, year, new authors, and publisher of the Modified Version as given on the Title Page. If there is no section Entitled “History” in the Document, create one stating the title, year, authors, and publisher of the Document as given on its Title Page, then add an item describing the Modified Version as stated in the previous sentence.
    10. Preserve the network location, if any, given in the Document for public access to a Transparent copy of the Document, and likewise the network locations given in the Document for previous versions it was based on. These may be placed in the “History” section. You may omit a network location for a work that was published at least four years before the Document itself, or if the original publisher of the version it refers to gives permission.
    11. For any section Entitled “Acknowledgements” or “Dedications”, Preserve the Title of the section, and preserve in the section all the substance and tone of each of the contributor acknowledgements and/or dedications given therein.
    12. Preserve all the Invariant Sections of the Document, unaltered in their text and in their titles. Section numbers or the equivalent are not considered part of the section titles.
    13. Delete any section Entitled “Endorsements”. Such a section may not be included in the Modified Version.
    14. Do not retitle any existing section to be Entitled “Endorsements” or to conflict in title with any Invariant Section.
    15. Preserve any Warranty Disclaimers.

    If the Modified Version includes new front-matter sections or appendices that qualify as Secondary Sections and contain no material copied from the Document, you may at your option designate some or all of these sections as invariant. To do this, add their titles to the list of Invariant Sections in the Modified Version’s license notice. These titles must be distinct from any other section titles.

    You may add a section Entitled “Endorsements”, provided it contains nothing but endorsements of your Modified Version by various parties—for example, statements of peer review or that the text has been approved by an organization as the authoritative definition of a standard.

    You may add a passage of up to five words as a Front-Cover Text, and a passage of up to 25 words as a Back-Cover Text, to the end of the list of Cover Texts in the Modified Version. Only one passage of Front-Cover Text and one of Back-Cover Text may be added by (or through arrangements made by) any one entity. If the Document already includes a cover text for the same cover, previously added by you or by arrangement made by the same entity you are acting on behalf of, you may not add another; but you may replace the old one, on explicit permission from the previous publisher that added the old one.

    The author(s) and publisher(s) of the Document do not by this License give permission to use their names for publicity for or to assert or imply endorsement of any Modified Version.

  6. COMBINING DOCUMENTS

    You may combine the Document with other documents released under this License, under the terms defined in section 4 above for modified versions, provided that you include in the combination all of the Invariant Sections of all of the original documents, unmodified, and list them all as Invariant Sections of your combined work in its license notice, and that you preserve all their Warranty Disclaimers.

    The combined work need only contain one copy of this License, and multiple identical Invariant Sections may be replaced with a single copy. If there are multiple Invariant Sections with the same name but different contents, make the title of each such section unique by adding at the end of it, in parentheses, the name of the original author or publisher of that section if known, or else a unique number. Make the same adjustment to the section titles in the list of Invariant Sections in the license notice of the combined work.

    In the combination, you must combine any sections Entitled “History” in the various original documents, forming one section Entitled “History”; likewise combine any sections Entitled “Acknowledgements”, and any sections Entitled “Dedications”. You must delete all sections Entitled “Endorsements.”

  7. COLLECTIONS OF DOCUMENTS

    You may make a collection consisting of the Document and other documents released under this License, and replace the individual copies of this License in the various documents with a single copy that is included in the collection, provided that you follow the rules of this License for verbatim copying of each of the documents in all other respects.

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Download OptionMatrix

Download OptionMatrix
OptionMatrix
© 2013 Anthony Bradford

Concept index

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Index Entry  Section

-
--datadir: Invoking the OptionMatrix Programs
--debug: Invoking the OptionMatrix Programs
--Directory: Invoking the OptionMatrix Programs
--help: Invoking the OptionMatrix Programs
--iterate number: Invoking the OptionMatrix Programs
--list: Invoking the OptionMatrix Programs
--model number: Invoking the OptionMatrix Programs
--price: Invoking the OptionMatrix Programs
--quiet: Invoking the OptionMatrix Programs
--source: Invoking the OptionMatrix Programs
--version: Invoking the OptionMatrix Programs
-d: Invoking the OptionMatrix Programs
-D: Invoking the OptionMatrix Programs
-D: Invoking the OptionMatrix Programs
-h: Invoking the OptionMatrix Programs
-i number: Invoking the OptionMatrix Programs
-l: Invoking the OptionMatrix Programs
-m number: Invoking the OptionMatrix Programs
-p: Invoking the OptionMatrix Programs
-q: Invoking the OptionMatrix Programs
-s: Invoking the OptionMatrix Programs
-v: Invoking the OptionMatrix Programs

.
.tar.gz: Downloading and Installation

3
3 Call / 3 Put Columns: Graphical Application optionmatrix

A
American options: Models supported
Analytics for options: Graphical Application optionmatrix
Anthony Bradford: Overview
Anthony Bradford: Invoking the OptionMatrix Programs
Asian: Models supported
At the money curses: Curses optionmatrix
authors: Overview
Autotools: Overview
Autotools package: Downloading and Installation

B
Bernt Arne Øedegaard: Overview
Bjørn Augestad: Overview
Black-Scholes: Invoking the OptionMatrix Programs
Black-Scholes: Graphical Application optionmatrix
bond: Models supported
BSM: Models supported
Bug reporting: Reporting bugs

C
C++: Overview
C++: Graphical Application optionmatrix
calendar: Graphical Application optionmatrix
Calendar date curses: Curses optionmatrix
Calendar picker: Graphical Application optionmatrix
Calendar spread: Graphical Application optionmatrix
Call time to calculate: Invoking the OptionMatrix Programs
Cash flow editor: Graphical Application optionmatrix
Checklist for bug reports: Reporting bugs
Coupon editor: Graphical Application optionmatrix
Cumulative normal distribution: Graphical Application optionmatrix
currency: Models supported
curses: Invoking the OptionMatrix Programs
curses: Curses optionmatrix
Custom strike: Graphical Application optionmatrix

D
Date engine: Graphical Application optionmatrix
Date engine curses: Curses optionmatrix
Date engine properties: Graphical Application optionmatrix
Days to expiration: Graphical Application optionmatrix
Decimal date curses: Curses optionmatrix
Decimal precision: Graphical Application optionmatrix
delta: Graphical Application optionmatrix
Discrete dividend: Models supported
Display formats: Graphical Application optionmatrix
Display formats curses: Curses optionmatrix
Dividend editor: Graphical Application optionmatrix

E
EPUB: Documentation
Exchange traded options: Graphical Application optionmatrix
expiration: Graphical Application optionmatrix
expiration: Graphical Application optionmatrix
Expiration curses: Curses optionmatrix
Expiration date: Graphical Application optionmatrix
export: Graphical Application optionmatrix

F
Financial Numerical Recipes in C++: Overview
Format selection curses: Curses optionmatrix
futures: Models supported

G
gamma: Graphical Application optionmatrix
GNU General Public License: Overview
greeks: Graphical Application optionmatrix
GTK+: Graphical Application optionmatrix

H
Hart equation: Graphical Application optionmatrix
help: Invoking the OptionMatrix Programs

I
Implied volatility: Models supported
In the money curses: Curses optionmatrix
Interest rate: Graphical Application optionmatrix
Interest rate derivatives: Models supported
invoking: Invoking the OptionMatrix Programs

J
Jump diffusion: Models supported

L
Leap year: Graphical Application optionmatrix
LEAPS: Graphical Application optionmatrix
leg 1: Graphical Application optionmatrix
leg 2: Graphical Application optionmatrix
Linux: Downloading and Installation
Listing models: Invoking the OptionMatrix Programs

M
Macintosh: Downloading and Installation
make: Downloading and Installation
Metaoptions: Overview
Model categories: Graphical Application optionmatrix
Model drop down: Graphical Application optionmatrix
Model selection curses: Curses optionmatrix
Models listing: Invoking the OptionMatrix Programs
Models supported: Models supported
Monte Carlo: Models supported
Month adjuster: Graphical Application optionmatrix
Month adjuster legs: Graphical Application optionmatrix
Month to strikes: Graphical Application optionmatrix
Months across: Graphical Application optionmatrix
Months in option cycles: Graphical Application optionmatrix
Months to strike: Graphical Application optionmatrix

O
Option analytics: Graphical Application optionmatrix
Option chain: Graphical Application optionmatrix
Option chain: Graphical Application optionmatrix
Option chain format curses: Curses optionmatrix
Option cycles: Graphical Application optionmatrix
optionmatrix.log: Graphical Application optionmatrix
optionmatrix.log: Curses optionmatrix
OS X: Downloading and Installation
overview: Overview

P
Patches, contributing: Reporting bugs
PDF: Documentation
polyapprox: Graphical Application optionmatrix
pre-BSM: Models supported
Precision decimal: Graphical Application optionmatrix
price: Graphical Application optionmatrix
problems: Reporting bugs
Put time to calculate: Invoking the OptionMatrix Programs

Q
QuantLib: Overview

R
rational1.0*E-7: Graphical Application optionmatrix
rational2.5*E-4: Graphical Application optionmatrix
real-time: Graphical Application optionmatrix
Reporting bugs: Reporting bugs
rho: Graphical Application optionmatrix
Romberg’s method: Graphical Application optionmatrix

S
Seth Pinsky: Overview
Simpson’s rule: Graphical Application optionmatrix
Single asset options: Models supported
Sleep delay: Graphical Application optionmatrix
Source code: Invoking the OptionMatrix Programs
Source code: Graphical Application optionmatrix
Source code: Downloading and Installation
Spread mode: Graphical Application optionmatrix
spreads: Graphical Application optionmatrix
Standard deviation: Graphical Application optionmatrix
Strike adjuster: Graphical Application optionmatrix
Strike custom: Graphical Application optionmatrix
Strike increments: Graphical Application optionmatrix

T
tar: Downloading and Installation
Term structure: Models supported
Text export: Graphical Application optionmatrix
theta: Graphical Application optionmatrix
Time bleeding: Graphical Application optionmatrix
Time bleeding curses: Curses optionmatrix
Time to calculate put / call: Invoking the OptionMatrix Programs
Time to expiration: Graphical Application optionmatrix
Trapezoidal rule: Graphical Application optionmatrix
Trees & finite differences: Models supported
Two asset options: Models supported

U
UNIX: Curses optionmatrix
UNIX: Downloading and Installation
usage: Invoking the OptionMatrix Programs

V
vega: Graphical Application optionmatrix
Vertical spread: Graphical Application optionmatrix
volatility: Graphical Application optionmatrix

W
Welcome screen curses: Curses optionmatrix
Windows installers: Downloading and Installation

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Download OptionMatrix

Download OptionMatrix
OptionMatrix
© 2013 Anthony Bradford

OptionMatrix PDF manual