OptionMatrix: The Advanced Derivatives Calculator 1.4.2      

Size:   9.01MB

License:   FREEWARE

Publisher:  Publisher | Listed Programs

Release Date:   2015-07-31

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OS:  Windows All

Downloads:   4968

Popularity:   Popularity:0/10



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Software Product Description

OptionMatrix is a financial derivative calculator featuring interactive and analytics controls. The application has a GTK+ graphical user interface that makes it relatively easy to use. It is implemented in C++ and uses Autotools for packaging.

You can run the program without any argument, in which case it will create a debug log file either in the current working directory or your home directory. It populates the file with diagnostic information as it executes. The software re-calculates the displayed option chain every second.

The program allows you to configure price, standard deviation and interest rate using their respective spin buttons. Other spin buttons let you configure either Days to Expiration or Time to Expiration, which respectively display time in days and years. You only need to configure one spin button for the change to be reflected in the other button, and their values decrease every second when the RealTime check box is ticked. Calendar Picker allows you to select a specific date and automatically update the time selection buttons.

If date engine is invoked by ticking its check box, it maps option expirations. By default, it selects the third Friday+1 at 11:59AM, which is the standard expiration for Exchange Traded Options in the US. However, you can configure the engine and use any other reoccurring date that the options industry uses. You do this by pressing the Date Engine Properties button. The pop up box lets you set the expiration weekday, occurrence, day offset and expiration time.

The Date Engine supports option cycles. Radio buttons let you choose the following display formats: 3 Call / 3 Put Columns, Months Across, Months to Strike and Month to Strikes. Other things you can do include:

  • Invoking the spread mode
  • Changing models
  • Adding or removing cash streams
  • Performing re-calculations
  • Adjusting decimal precision
  • Exporting current option chains and models
The Windows installer bundles documentation and full source code.