FinExotics Dev


License: Free to try
Downloads: 0
Op. System: Windows
Last updated: 18 Jul. 2010
File size: 1.31 MB
Publisher: Derivicom, Inc
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Publisher description for FinExotics Dev

FinExotics Dev program icon

FinExotics Dev is an ActiveX library with a comprehensive set of nearly 50 different exotic option functions. There are seven categories of exotic option models covered: Asian options, binary options, barrier options, currency translated options, lookback options, multiple asset options, and multiple exercise options. FinExotics Dev enables developers to incorporate exotic option analysis into custom third-party applications. Each function calculates theoretical value, sensitivities, implied volatility, implied strike and implied correlation. FinExotics Dev has a straightforward object model. All of the functions easy integrate into any new or existing third-party application. Every functions can adjust for yield rates, which allows the user to price exotic options on various instruments. FinExotics Dev has a sample application and documentation that accompany the software to demonstrate each of the functions and give the user a starting point to being using them. FinExotics Dev has been tested extensively enabling the user to save time and improve their calculations accuracy. It was written completely in C++, which provides lightning fast calculation.

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