Best pricing software for free download

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.
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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
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3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.
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Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.
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Lowest price. Easy to learn and use. Free upgrades and free friendly helpful support. No ongoing usage fees or hidden charges. Feature-rich Windows program. Track inventory, customers, sales, employees, layaways, wish lists. Print auto-filled consignment agreements, reports, settlements, checks, price, address and bar-code labels, invoices and receipts, gift certificates. Batch-process inventory, discounts, settlements and checks. Automated Aged Discounts, Buyer Fees, Cash Drawer Audit, Credit Memos, House Accounts, Inventory Pictures, Split Payments. Over 300 reports. Supports scan gun, cash drawer-receipt printer, networking, QuickBooks. Also for 95, 98 and ME. 4 user-defined inventory fields, Email capability on print-preview screens, Settle accounts based upon balance, Bar-code test print, Direct purchase from consignor, Disposition filter for consignor reports, Function Keys, Remove sales on hold from consignor balance computation
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3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.

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 (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C
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This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. This option pricing calculator has three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price
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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)
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Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Related software: markowitz, capital, asset, pricing, model, capm, optimal, portfolio, performance, interpolation, efficient, frontier, market, cml, …

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)
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Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combined option greeks for the strategy. The Black and Scholes code that is used for this spreadsheet is fully disclosed and available for editing using the Visual Basic editor.
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WebCab Bonds (J2SE Edition) - Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Fixed-Interest bonds, Duration and Convexity. Download then "java -jar *.jar" at prompt.WebCab Bonds implements the following functionality: - Fundamental Theory of Bonds - Pricing and Yield - Constructing the Zero Rate Curve - Forward Rates and FRAs - Duration and Convexity - Yield of Fixed-Interest Bonds on Interest payment dates - Interest CalculationsThis product also contains the following features: GUI Bundle - we bundle a suite of graphical user interface JavaBean components allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications. JDBC Mediator - A J2SE Component which mediates between a J2SE component, its J2SE Clients and the Database server. The JDBC Mediator J2SE classes are a convenient way of enhancing all financial and mathematical specific methods with JDBC-based functionality. Check the jdbc subpackage of every J2SE class for JavaDocs documentation. Web Application Example - A Java WAR file which contains a JSP example that makes use of the functionality provided by our J2SE Component. Synthetic JDBC - The JDBC functionality provided by the Web Application example included within this package. This Web Application is an example of how to make a JSP client using our J2SE Component while manually implementing the JDBC code. The JSP Application applies J2SE methods to certain rows from the database and lists the output in HTML format.
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3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Utility Functionality included:

Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier
SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function.
MaxRange - Maximum range of the constrained Efficient Frontier
AssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - Three DLLs, Three API Docs, Three Sets of Client Example all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
Extensive Client Examples - Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
Compatible Containers - Visual Studio 6, Visual Studio .NET, Borland's C++ Builder, Borland Delphi 3 - 2005, Office 97/2000/XP/2003
ASP.NET Web Application Examples
ASP.NET Examples with Synthetic ADO.NET
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Lowest price. Easy to learn and use. Free upgrades and free friendly helpful support. No ongoing usage fees or hidden charges. Feature-rich Windows program. Track inventory, customers, sales, employees, layaways, wish lists. Print auto-filled consignment agreements, reports, settlements, checks, price, address and bar-code labels, invoices and receipts, gift certificates. Batch-process inventory, discounts, settlements and checks. Automated Aged Discounts, Buyer Fees, Cash Drawer Audit, Credit Memos, House Accounts, Inventory Pictures, Split Payments. Over 300 reports. Supports scan gun, cash drawer-receipt printer, networking, QuickBooks. Also for 95, 98 and ME. 4 user-defined inventory fields, Email capability on print-preview screens, Settle accounts based upon balance, Bar-code test print, Direct purchase from consignor, Disposition filter for consignor reports, Function Keys, Remove sales on hold from consignor balance computation
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Are your trading accounts accurate? Can you bring up your profit & loss reports in a matter of minutes, should the tax people come calling? Would you be able to show detailed records of your trades in under five minutes?

OTrader 4.1 is a streamlined, easy-to-use portfolio management tool for stock, option, warrant, future and CFD traders. The new features in OTrader 4.1 allow you go way beyond your standard excel spread sheets by giving you advanced reporting and trade analysis.

OTrader Portfolio Management Software allows you to:

* Plan your trades before placing your capital at risk.
* Trade your plan by using the trading plan check list, improving your trading discipline and potential returns.
* Manage your trades including stop losses, profit targets and end of financial year reporting.
* Review your trades so you can easily establish your trading strengths and weakness.

OTrader 4.1 provides everything you need as a private trader to manage your portfolio:

* Quick and simple trade entry screens that make keeping your portfolio up-to-date fast and efficient.
* Powerful reporting that details your exact financial position allowing you to make informed trading decisions. No more on-the-fly un-thought out panic decisions.
* Ability to track CFD's, Stocks, Options, Warrants, Futures, Managed Funds, Dividends and trade financing costs.
* Update trade prices for free from yahoo finance or use DDE to connect to your existing data source.

By creating unlimited accounts and systems you gain complete control over your trading to analyse each detail of your performance. By assigning trades to a specific trading system you gain the capability to drill down on your results exposing the strengths and weakness of your trading system.

* Advanced trade analysis allows you to determine the most profitable aspects of your trading so that you know where to place your money for maximum results.
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Liberty BASIC is an ideal personal Windows programming tool. Great for light programming or for learning to program (tutorial included). Create your own utilities, games, business apps and more. Large online community. Special classroom pricing! A 2002 Isidor Shareware Awards finalist! Nominated twice by PC Magazine for shareware of the year! Used by McGraw-Hill as an introduction to computer programming!
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