Technical Analysis and Charting Products by Modulus Financial Engineering

We've made it easier than ever to add support for Vanilla and Exotic options. Simply link our 32KB Options Express library with your application and call the functions. The Options Express library offers several Plain Vanilla option functions, Exotic option functions, plus Least Squares Curve and Polynomial Interpolation functions.

The Options Express library comes with example projects in Excel, VB, VB.net, C# and VC++. And as with most of our products, complete source code is available in C++.

Options Express Vanilla and Exotic Options Pricing DLL

Pricing, Terms, and Conditions
Please contact us at (888) 318-3754 option 1.

Plain Vanilla Options
Options Express provides all of the standard option pricing functions as described below. Click here for Exotic Option functions help.

DOUBLE CallDelta (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutDelta (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallGamma (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutGamma (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallVega (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutVega (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallTheta (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutTheta (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallRho (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutRho (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallPlain (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE PutPlain (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE DivRate)

DOUBLE CallStd (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, Double CallPrice, DOUBLE DivRate)

DOUBLE PutStd (DOUBLE Stock, DOUBLE Strike, DOUBLE Days, DOUBLE RiskFree, Double CallPrice, DOUBLE DivRate)

Fixed Lookback (Exotic) Options
A Lookback Option is an exotic option that reduces uncertainties associated with market entry timing. The option's strike price is fixed when purchased but the underlying is priced at its highest or lowest point, depending on if it is a call or put, during the life of the option rather than expiring at market.

DOUBLE CallLookBackPartialFixed (DOUBLE Stock, DOUBLE Strike, DOUBLE M, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE Yield, DOUBLE Lamda, DOUBLE Tau)

DOUBLE PutLookBackPartialFixed (DOUBLE Stock, DOUBLE Strike, DOUBLE M, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE Yield, DOUBLE Lamda, DOUBLE Tau)

DOUBLE CallLookBackFullFixed (DOUBLE Stock, DOUBLE Strike, DOUBLE M, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE Yield, DOUBLE Lamda, DOUBLE Tau)

DOUBLE PutLookBackFullFixed (DOUBLE Stock, DOUBLE Strike, DOUBLE M, DOUBLE RiskFree, DOUBLE Volatility, DOUBLE Yield, DOUBLE Lamda, DOUBLE Tau)

Polynomial Interpolation
A Lookback Option is an exotic option that reduces uncertainties associated with market entry timing. The option's strike price is fixed when purchased but the underlying is priced at its highest or lowest point, depending on if it is a call or put, during the life of the option rather than expiring at market.

VOID NewOperation()

BOOLEAN AddPair (DOUBLE X, DOUBLE Y)

BOOLEAN PolynomialInterpolation (DOUBLE P, DOUBLE Z, DOUBLE Error)

Least-Squares mth Degree Polynomial Interpolation

Click here for the source description

VOID NewOperation()

BOOLEAN AddPair (DOUBLE X, DOUBLE Y)

DOUBLE LeastSquareCurve (DOUBLE X )

DOUBLE GetPolynomValue (DOUBLE X )