Pricing Tool-kit MATLAB
MATLAB based pricing library with capabilities to price various derivatives on Cryptocurrency underlyings

Instruments currently supported
  • Underlying: Coin (e.g. ETC/USD)
    • European Call on Coin
    • European Put on Coin

  • Underlying: Future on Coin (e.g. Futs on ETC/USD with fixed maturity)
    • European Call on Futures
    • European Put on Futures
Models currently supported
  • Heston: Closed Form
  • Bates: Closed Form
  • Stochastic Volatility Correlated Jumps - SVCJ: No option pricing capabilities yet, only historical timeseries calibration
Note: This section includes class diagrams and code documentation
Ethereum Virtual Machine (EVM) Solidity
Various Smart Contract development projects, click here to see details