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在进行金融衍生品编程时,我非常喜欢 Bernt Arne Ødegaard 的资源:
http ://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html
它可能有你想要的,然后还有一些。如果不是,我就必须同意詹姆斯·布莱克的观点。
When programming for financial derivatives, I absolutely loved Bernt Arne Ødegaard's resource here:
http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/node1.html
It probably has what you want, and then some. If it doesn't, I have to agree with James Black.
尝试:
http://www.metasystems.no/downloads/index.html
下载Meta Financial Functions Library Beta 0.0.4
另外看看我的应用程序,它同时使用了
C++ 中的金融食谱和元金融函数库
为 120 个模型生成选项链。
一般网站:
http://opensourcefinancialmodels.com
GPL3 源代码:
http://opensourcefinancialmodels.com/optionmatrix.tar.gz
Windows 安装程序:
http://opensourcefinancialmodels.com/installoptionmatrix.exe
Try:
http://www.metasystems.no/downloads/index.html
Download the Meta Financial Functions Library Beta 0.0.4
Also take a look at my application which uses both
Financial Recipes in C++ and the Meta Financial Functions Library
to generate option chains for 120 models.
General website:
http://opensourcefinancialmodels.com
GPL3 Source Code:
http://opensourcefinancialmodels.com/optionmatrix.tar.gz
Windows Installer:
http://opensourcefinancialmodels.com/installoptionmatrix.exe