1.02
2019-05-02
- Added dual currency investment (DCI) pricing
- fixed bugs that cause app to be non-responsive
- minor improvement to include currency symbol in amount field.
- now supports negative interest rate
1.01
2019-04-18
Version 1.01 added pricing of option strategies
- call spread
- put spread
- call calendar spread
- put calendar spread
- straddle
-strangle.
The same screen will allow user to create custom strategy with two European options such as risk reversals and participation strategies.
In addition
- risk profiles (greeks) can be viewed as matrix/table or 3D/surface chart.
- Chart setting is introduced allowing user to customise the ranges of the strategies' variables.
- Solver functionality in strategies to solve for either strike or volatility given value, delta position, or delta (%).