Chicago Option Pricing Model-开源

时间:2024-05-29 23:07:29
【文件属性】:

文件名称:Chicago Option Pricing Model-开源

文件大小:1.23MB

文件格式:ZIP

更新时间:2024-05-29 23:07:29

开源软件

Black-Scholes期权定价模型的图形计算器实现,同时扩展了American Style Options和Extreme Value Theory。


【文件预览】:
OptionCalculator.csproj.user
bin
----Debug()
----Release()
--------nunit.core.dll(84KB)
--------nunit.core.interfaces.dll(40KB)
--------OptionPricingCalculator.vshost.exe(6KB)
--------OptionPricingCalculator.vshost.exe.config(2KB)
--------nunit.framework.xml(302KB)
--------OptionPricingCalculator.application(2KB)
--------log4net.dll(252KB)
--------OptionPricingCalculator.pdb(266KB)
--------OptionPricingCalculator.exe(296KB)
--------nunit.framework.dll(76KB)
--------OptionPricingCalculator.exe.manifest(6KB)
--------OptionPricingCalculator.exe.config(2KB)
obj
----Debug()
--------TempPE()
----Release()
--------Pentasyllabic.Properties.Resources.resources(40KB)
--------ResolveAssemblyReference.cache(12KB)
--------Pentasyllabic.MainApplication.resources(96KB)
--------OptionCalculator.csproj.GenerateResource.Cache(1KB)
--------OptionPricingCalculator.application(2KB)
--------OptionPricingCalculator.pdb(266KB)
--------Pentasyllabic.OptionCalculator.OptionPricingGraphView.resources(180B)
--------OptionPricingCalculator.exe(296KB)
--------Pentasyllabic.OptionCalculator.OptionPricingControl.resources(180B)
--------TempPE()
--------OptionPricingCalculator.exe.manifest(6KB)
--------Pentasyllabic.AboutBox.resources(180B)
--------OptionPricingCalculator.TrustInfo.xml(401B)
----OptionCalculator.csproj.FileList.txt(1KB)
Resources
----8000-line_graph.png(2KB)
----8000-line_graph.ico(39KB)
----Thumbs.db(973KB)
AboutBox.resx
Properties
----Resources.Designer.cs(3KB)
----Settings.settings(1KB)
----Resources.resx(6KB)
----Settings.Designer.cs(4KB)
----app.manifest(655B)
----AssemblyInfo.cs(1KB)
Program.cs
OptionCalculator
----IFunction.cs(722B)
----BlackScholesAlgorithm.cs(30KB)
----FunctionGrapher.cs(12KB)
----OptionPricingCalculatorControl.resx(6KB)
----IDistribution.cs(1KB)
----DistributionFunctions.cs(682B)
----NormalDistribution.cs(9KB)
----OptionPricingModel.cs(4KB)
----OptionPricingGraphView.cs(21KB)
----OptionPricingCalculatorControl.cs(38KB)
----OptionPricingGraphView.Designer.cs(2KB)
----OptionPricingCalculatorControl.Designer.cs(74KB)
----FisherTippetDistribution.cs(6KB)
----OptionPricingGraphView.resx(6KB)
MainApplication.cs
HelpFile.html
8000-line_graph.ico
AboutBox.cs
AboutBox.Designer.cs
MainApplication.resx
MainApplication.Designer.cs
app.config
NumericTextBox.cs
Tests
----OptionCalculatorTests()
--------FisherTippetDistributionTests.cs(5KB)
--------OptionPricingControllerTests.cs(3KB)
--------BlackScholesAlgorithmTests.cs(57KB)
--------NormalDistributionTests.cs(3KB)
--------OptionPricingModelTests.cs(3KB)
--------FunctionGrapherTests.cs(8KB)
--------OptionPricingGraphViewTests.cs(4KB)
--------CustomTestMethods.cs(1KB)
--------GreeksTests.cs(9KB)
--------MainApplicationTests.cs(982B)
----CustomTestMethods.cs(1KB)
OptionCalculator.csproj

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