OptionMatrix. Bradford, A. In Free Software Directory. Free Software Foundation.
OptionMatrix [link]Paper  abstract   bibtex   
These calculators are real-time multi-model option chain pricers with analytics and interactive controls. optionmatrix is the GTK+ graphical user interface version and optionmatrix_console is the Curses version. Both programs feature: greeks, decimal date to real-date translations, real-date to decimal date translations, real-time time bleeding, configurable option expiration date engines, calendars, strike control systems, tickers and over 135 option models. optionmatrix also supports: spreads, bonds, term structures, cash flow editing, source code viewing and text exporting.
@incollection{bradfordOptionMatrix2013,
  title = {{{OptionMatrix}}},
  booktitle = {Free {{Software Directory}}},
  author = {Bradford, Anthony},
  date = {2013-04},
  publisher = {{Free Software Foundation}},
  location = {{Boston, USA}},
  url = {http://opensourcefinancialmodels.com/},
  abstract = {These calculators are real-time multi-model option chain pricers with analytics and interactive controls. optionmatrix is the GTK+ graphical user interface version and optionmatrix\_console is the Curses version. Both programs feature: greeks, decimal date to real-date translations, real-date to decimal date translations, real-time time bleeding, configurable option expiration date engines, calendars, strike control systems, tickers and over 135 option models. optionmatrix also supports: spreads, bonds, term structures, cash flow editing, source code viewing and text exporting.},
  keywords = {*imported-from-citeulike-INRMM,~INRMM-MiD:c-12643676,financial-modelling,free-scientific-software,free-software,free-software-directory,gplv3orlater,mathematics,statistics}
}
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