Open Source Calculators

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

Cooldt calculate the cooling duration of a multi-layers pipe in a cold environment. The duration to reach the “Final fluid temperature” or cool-down time (CDT) is calculated by solving the heat equation in cylindrical coordinates with a flux conservative formulation.

Evrika is a science simulator and advanced calculator, which is based on modules. Modules are libraries containing definitions of concepts that can be used in the simulation. By definitions we mean properties, actions, reactions, etc. Evrika is used for creating both simulations and modules, so you can build your own module of elements, then use them to create virtual experiments and simulations. Also, you can make advanced calculations. Evrika is basically an executable that reads and interprets code, outputing result. Each new version will offer new possibilities to define your elements and use them, so it is important to always have the last release. Of course, Evrika is backward-compatible, cross platform and free to use. In the near future an advanced editor and viewer will be created, so you can better manage your code and view the results.