Open Source Cygwin Investment Management Software

This project is no longer supported. We are working on a new algorithmic trading platform with extreme fast execution speed and lots of cool features. Please visit http://www.algospace.com/ for more detail.

This project is intended to calculate publicly traded companies' valuations from free financial data provided by the SEC.

Beta Framework with a bespoke Fintech design pattern for Investment Banks and Fund Managers provides structure and real-time components for pricing, trade processing, P&L and risk applications. Investment Banks and Fund Managers have numerous applications, our objective is to normalize these applications providing a real-time Technical Debt free, highly Scalable, Agile framework with better Project Silos. Remove costly fixed layers with a Template Driven Design in-memory queryable functional real-time reactive solution that can run services local, remote, distributed or mixed, with integrated Testing, Permissions and Audits. Note project transfered from our https://code.google.com/p/fpmessaging/ repository Jun-15 http://fin-plus.co.uk/company.html http://fin-plus.co.uk/licenses.html https://www.linkedin.com/company/fin-

A real-time financial derivatives calculator supporting 171+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more