股票期权计算库
我正在编写一些财务分析软件，需要对股票期权进行一些计算。我需要计算空头头寸的当前价值（如果该空头头寸通过出售、行使或到期而平仓）。但是，我没有一个好的方法来测试我的计算是否准确。理想情况下，我会有一个 C++ 库可以为我完成这些计算。但是，我愿意使用几乎任何语言 MATLAB、C++、Perl、R、Java、c# 等来针对我的代码构建单元测试。
有人知道一个好的财务分析库吗？
I am writing some financial analysis software and need to do some calculations concerning stock options. I need to calculate the current value of a short position if it were closed by selling, by getting exercised, or by expiration. However, I do not have a good method to test if my calculations are accurate. Ideally, I would have a C++ library that could do these calculations for me. But, I am willing to use practically any language MATLAB, C++, Perl, R, Java, c#, etc to build a unit test against my code.
Does anyone know of a good financial analysis library?
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我建议您查看 QuantLib 是否可以帮助您。
I suggest you check out if QuantLib can help you.