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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


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