Open Source Data Modeling Software

A real-time financial derivatives calculator supporting 171+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more

Wolfgang is a lightweight tool that allows users to easily create and edit Petri nets and check them against general and workflow specific net properties. Specifically, Wolfgang supports full PNML conform editing functionality of Place-Transition Nets (P/T-Nets) and Colored Petri Nets (CPN) as they are defined in the SEPIA package. Its simple and easy to use interface allows to quickly create Petri nets from scratch, edit them graphically in many ways, store and even export them as PDFs. Use Wolfgang to smoothly create the Petri net you want! A user guide and a documentation can be found under http://doku.telematik.uni-freiburg.de/wolfgang.