Open Source C++ Options Trading Software

Discussion in 'Options' started by borsaric, Jan 5, 2012.

  1. borsaric


    I'd like to know if there are sites where I can find some C++ code for Options Trading.
  2. Your gonna have to scour the black market for that. There are a ton of russian sites that sell that sort of thing on the low. All the top programs, systems, etc open code.
  3. TskTsk


    Yeah russians would probably be your best bet. They know their stuff when it comes to software and coding.
  4. byteme


    QuantLib is the first place to look.

    However, this is just a library for valuing options using various models and covers all manner of exotics.

    If you only need to value exchange traded vanilla options using Black Scholes etc. this library will be overkill.

    Some data feeds include Greeks and IV etc. with the option data anyway. In which case the main challenge is building a UI for options chains and order entry etc.

    If you're looking for options analytics, that's something else.
  5. borsaric


    OK thanks you!!!