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https://github.com/AnthonyBradford/optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)
https://github.com/AnthonyBradford/optionmatrix

black-scholes currency-exchange derivatives financial financial-analysis financial-engineering futures heston-model monte-carlo options options-pricing options-trading quantitative-finance quantlib spreads swaps term-structure-models vasicek

Last synced: 10 days ago
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Financial Derivatives Calculator with 168+ Models (Options Calculator)

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README 

        
Instructions for the OptionMatrix Autotools Package



* To build applications and testing executables

Run: ./configure ; make



** Two application executables will be built

src/gtk/optionmatrix

src/curses/optionmatrix_console



** Many testing executables will be built

common/checks

models/financialrecipes/run_all_examples

models/metaoptions/tests/



* If packages are missing under GNU/Linux using apt-get run:

sudo apt-get install g++ clang libncurses5-dev libncurses5 libgtk2.0-dev libgtk-3-dev gsl-bin libgsl0-dev libnewmat10-dev libitpp-dev zip devscripts automake autotools-dev help2man linkchecker aspell diction asciidoc alien libboost-all-dev texlive texinfo dbtoepub imagemagick

or run: utils/apt-get.sh



* If packages are missing under GNU/Linux using rpm run:

yum install gcc-c++ clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man boost-devel texinfo texlive texinfo-tex

or run: utils/yum.sh



* If packages are missing under GNU/Linux using dnf run:

dnf install gcc-c++ clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man boost-devel texinfo texlive texinfo-tex

or run: utils/dnf.sh



* If packages are missing under GNU/Linux using zypper run:

sudo zypper install gcc-c++ llvm-clang ncurses-devel gtk2-devel gtk3-devel gsl gsl-devel help2man texinfo

or run: utils/zypper.sh



* If packages are missing under GNU/Linux using apt-get and auto-apt is installed run:

sudo auto-apt run ./configure



* The configure script checks for the installation of the

QuantLib, GNU Scientific Library (GSL), Newmat and IT++ libraries. These libraries are not needed but inclusion will add more financial option models. OptionMatrix was tested with QuantLib-1.27.



* To install under GNU/Linux

./configure ; make ; sudo make install

You should be able to see the installation with

find /usr -name "optionmatrix*" -print 2>/dev/null



* To uninstall under GNU/Linux

./configure ; make ; sudo make uninstall



* To compile with clang++

./configure CXX=clang++ ; make

For more options see: ./configure --help



* To create PDF documentation

make pdf

See: doc/optionmatrix.pdf



* To create HTML documentation

make html

See: doc/html



* To create zip file HTML documentation

cd doc ; make zip

See: doc/html/optionmatrix.zip



* To create Info documentation

make info

See: doc/optionmatrix.info



* To create XML documentation

cd doc ; make xml

See: doc/optionmatrix.xml



* To create DocBook documentation

cd doc ; make docbook

See: doc/optionmatrix.dbk



* To create EPUB documentation

cd doc ; make epub

See: doc/optionmatrix.epub

dbtoepub must be installed.

Try "sudo apt-get install dbtoepub" to install on systems

with the apt-get package manager.



* To create PS/DVI documentation

cd doc ; make png2eps ; make ps

See: doc/optionmatrix.ps doc/optionmatrix.dvi

ImageMagick mogrify must be installed.

Try "sudo apt-get install imagemagick" to install in systems

with the apt-get package manager.



* To create source-highlight HTML zip file

cd doc ; make source_html



* To build Microsoft HTML Helper File (.chm)

cd doc ; make htmlhelp

More instructions will be given by the Makefile.



* To clean project

make clean



* To make tar.gz distribution

make dist



* distcheck should be successful before distribution of the tar.gz package

make dist ; make distcheck



* To make ‘xz’ tar archive of the distribution

make dist-xz



* To make zip distribution

make dist-zip



* Install and uninstall check. The find command should yield zero files. If files are found likely problem with "uninstall-local:" in Makefile.am

sudo make install

sudo make uninstall

find /usr -name "optionmatrix*" -print 2>/dev/null



* To ensure no tabs in source code

cd utils ; ./tab.sh



* Debug gdb

gdb src/common/checks

gdb src/gtk/optionmatrix

gdb src/curses/optionmatrix_console



* Debug ddd

ddd src/common/checks

ddd src/gtk/optionmatrix

ddd src/curses/optionmatrix_console



* Memcheck

valgrind -v --leak-check=yes --track-origins=yes src/common/checks

valgrind -v --leak-check=yes --track-origins=yes src/gtk/optionmatrix

valgrind -v --leak-check=yes --track-origins=yes src/curses/optionmatrix_console



* Windows MSYS2 compilation and packaging

In src/gtk/Makefile add -mwindows to LDFLAGS

LDFLAGS = -mwindows

to remove terminal from the GTK+ application.

Run linux command strip on all executables.

The Nullsoft Scriptable Install System (NSIS)

can be used to create a Windows Installer.



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optionmatrix: 



Options & Futures Matrix Modeler



Copyright (C) Anthony Bradford. 2012.

[email protected]



optionmatrix may be freely redistributed.       

See file COPYING included with this distribution for license information



This program is free software; you can redistribute it and/or modify

it under the terms of the GNU General Public License as published by

the Free Software Foundation; either version 3 of the License, or

(at your option) any later version.



This program is distributed in the hope that it will be useful,

but WITHOUT ANY WARRANTY; without even the implied warranty of

MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the

GNU General Public License for more details.



You should have received a copy of the GNU General Public License

along with this program.  If not, see .