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Comments for OptionMatrix

18 Sep 2011 06:30 agbradford

Version 1.2b Released. for Linux / Windows

Linux Download:

Windows Download:

New Features:
* Support for Spreads, controls for both legs
* File -> Text Export - Export screens to flat file
* File -> Source View - View model source code
* New models: bisection, NewtonRaphson, BSbisection, ComplexChooser,
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.


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