Open source tool for analyzing and rating sovereign and sub-sovereign issuers using a multi-year budget simulation. If you like this idea, please contribute to the open source project.

Disclaimer : This is an unofficial version. I created this to copy some new but very useful functions from 1.14 which were missing in 1.8, since I was unable to find Windows port of 1.14.

This is a slightly modified version of gsl-1.8, with the following changes to make it more easy to use in Platform Invoke:
1. Added methods to return size of vector or matrix. (to avoid the pain of marshalling structure layout to grab the size property)
2. Copied some badly needed new functions from version 1.14. (eg., gsl_eigen_nonsymmv_sort is an extremely useful function but was not available in 1.8). (took gsl-1.14.tar.gz from ftp://ftp.gnu.org/gnu/gsl/ and replaced the entire eigen folder with new version since lot of functions were missing).

Real-time Option Chain Control System for Windows/Linux/Unix.
It supports over 86 theoretical option models. It's not a 1 line options calculator but rather is a full control system giving option chains. Its the most comprehensive open source options program on the Internet. It uses Financial Numerical Recipes in C++ (Bernt Arne Oedegaard) and Meta Systems AS metaoptions-0.0.4 (Bjorn Augestad) option libraries and more. Full source code is provided.

Some FAQS:

What does this attched file contain?
Attached zip file is a demo project which has a client server pair to perform market data request. Client sends a market data request to server (http://btobits.com/fixopaedia/fixdic50/message_Market_Data_Request_V_.html) to request quotes for a symbol

The server responds with Market data snapshot full refresh reply (http://btobits.com/fixopaedia/fixdic50/message_Market_Data_Snapshot_Full_Refresh_W_.html) containing bid and offer prices for the symbol


Steps to get started in Quickfix:
http://www.quantcode.com/modules/smartfaq/faq.php?faqid=98

These files contain the configuration settings for clinet and server:
http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=369&curent_dir=19
http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=370&curent_dir=19

After downloading, please change hard coded path values in the main functions of the client and server projects to point to the correct location.

To run the applications, simply unzip the 2 projects. If you run the 2 processes, you will be able to see how messages are communicated between the client-server.

Why do I need to learn FIX or QuickFix
FIX protocol familiarity is an important desired skill for a Quantitative Finance developer, and learning Quickfix is one of the methods to get some working knowledge of FIX protocol implementation.

This lovely site is being run by Fabrice Douglas Rouah.You will find a huge collection of C++, Excel, matlab code on various topics in quantitative finance.