(1) Application (client + server) to calculate implied volatility surfaces from option prices.
(2) Risk manager.

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Categories

Financial

License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Operating Systems

Windows

Languages

English

Intended Audience

Financial and Insurance Industry

User Interface

Win32 (MS Windows)

Programming Language

C++

Related Categories

C++ Financial Software

Registered

2004-10-12