FinExotics Dev
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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FinExotics Dev Review
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Website
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Derivicom, Inc.
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Screenshot
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View FinExotics Dev Screenshot
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Cost
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$699 US
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Release Date
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2002-03-27
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OS
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Win95,Win98,WinME,WinNT 4.x,WinXP,Windows2000
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Requirements
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ActiveX compliant development environment
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File Size
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1343 KB
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Install Support
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Install and Uninstall
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Type
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Shareware
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Version
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2.0
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Tags
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options, risk management, financial, portfolio, DLL, library
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