Home » Code » Volopta

Volopta

Dr. Fab, Volopta, here.

About Volopta
——————————————————————————————————————————————————————
Welcome!  This site contains free C++, Matlab, and VBA code for derivatives pricing.   You will find code for pricing equity
options, options on bonds, swaps, swaptions, options on futures, variance swaps, collateralized debt obligations, credit
default swaps, volatility models, etc.

All of the code on this site is free.  We encourage everyone to submit code, but please make sure the code you submit is
accurate and your own.  Volopta is designed mostly for C++, Matlab, and VBA code, but you can submit code in any
language.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: