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Description du projet

MCOV (Monte Carlo Option Valuer) uses a Monte
Carlo method to estimate the value of
American-style financial options to a trader using
a particular strategy. New strategies can be
employed by subclassing strategy (and maybe day
and day-factory) classes.

Système requise

System requirement is not defined
Information regarding Project Releases and Project Resources. Note that the information here is a quote from Freecode.com page, and the downloads themselves may not be hosted on OSDN.

2004-02-09 04:41

Cette première version emploie des stratégies très simple dans laquelle l'option est vendue juste avant son expiration. Deux prix d'échantillons fichiers d'historique sont inclus.
Tags: Initial freshmeat announcement
This initial release employs very simple strategies in which the option is sold just before it expires. Two sample price-history files are included.

Project Resources