Best derivatives software for free download

Graphing, curve fitting and calculating software. Graphs Cartesian, polar and parametric functions, graphs of tables, implicit functions and inequalities. Calculus features: regression analysis, derivatives, tangents, normals and more.
Related software: graph, graphs, regression, plotting, curve, fitting, analysis, plot, equation, inequality, polar, parametric, derivative, calculus, calculating, …

QuantTools XL (Excel Addin) is a financial instrument modelling toolkit for Microsoft Excel. Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.
Related software: credit, derivatives, fixed, income, bonds, foreign, exchange, commodity, equity, options, spreadsheet, default, swaps, technical, analysis, credit derivatives, fixed income derivatives, foreign exchange, commodity derivatives, equity options, fx options, credit default swaps, technical analysis, …

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
Related software: bonds, interest, rate, delphi, .net, com, xml, web, service, class, libraries, dephi, delphi.net, vb.net, capital, market, markets, …

DeadLine solves equations graphically and numerically. The freeware finds the real roots of an equation, evaluates functions and the first two derivatives extremely fast and accurately, finds extrema of the function.
Related software: free, equation, solver, solve, root, finding, homework, math, derivative, evaluate, trigonometric, plot, graph, plotter, free equation solver, equation solver, root finding, …

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.General Pricing Framework offers the following predefined Models and Contracts:Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.This product also has the following technology aspects: 3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...Extensive Client Examples (C#, VB, C++,...)ADO MediatorCompatible Containers (VS 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005)
Related software: vista, …

CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.

Over 120 categories of financial functions are supported :

Markets (Indexes, Calendar, FX objects)

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves)

Query Market Curves (Query curves objects within the Market Curves category)

Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)

Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter)

Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors)

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears))

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT)

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books)

IR Risk (Interest rate yield curve/volatility risk)

Processes (Underlyer process objects for simulation)

Simulations (Conduct simulation given process objects)

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE)

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM))

Calibration (Calibrate interest rate models within the Models Category Group)

Statistics Category Group (Generate random numbers from over 12 distributions)

Technical Analysis (160 TA functions)

Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D))

FpML (Functions to read and query, via XPath, FpML documents)
Related software: credit, derivatives, fixed, income, bonds, foreign, exchange, commodity, equity, options, spreadsheet, default, swaps, technical, analysis, credit derivatives, fixed income derivatives, foreign exchange, commodity derivatives, equity options, fx options, credit default swaps, technical analysis, …