Everything you need to integrate Windale products into your trading infrastructure.
Contact our team to receive a trial license for any Windale product. We'll provision access and send you the installer or library package within 24 hours.
Run the installer (ActiveX/.NET) or add the JAR to your classpath (Java). Register your license key. The component is ready to call from your application.
Use the included demo applications and source code samples as a starting point. Refer to the Javadoc or COM type library for the complete API reference.
ActiveX/COM software library. Includes Excel Add-In. 9 pricing models, full Greeks, implied volatility. Works with Visual Basic, C++, Delphi, Excel.
Java library. 9 pricing models, full Greeks, implied volatility, historical volatility. Cross-platform on any JVM. One-line integration.
.NET component. 9 pricing models, multi-leg strategy analysis (Iron Condors, Butterflies, Straddles, etc.), P&L charting, scenario analysis.
ActiveX/COM software library. 14 volatility estimation methods (implied & historical). Excel Add-In included. Pairs with Options/X.
.NET component. 14 volatility estimation methods (implied & historical). Volatility conversion utilities. Pairs with Options/NET.
Java library for implied and statistical volatility. Cross-platform JVM deployment. Coming soon.
One method call to compute a Black-Scholes call price with full Greeks.
import com.windale.optionsj.OptionsJ; OptionsJ engine = new OptionsJ(); // Black-Scholes European Call double price = engine.bsCallPrice(185.50, 190.00, 0.045, 0.2473, 0.25); // Get all Greeks Greeks g = engine.greeks("BSM", 185.50, 190.00, 0.045, 0.2473, 0.25); System.out.println("Delta: " + g.delta); // 0.4521 System.out.println("Gamma: " + g.gamma); // 0.0312 System.out.println("Vega: " + g.vega); // 14.07
Use Options/X functions directly in any Excel cell.
// Price a call option =OXBSCall(StockPrice, StrikePrice, Volatility, RiskFreeRate, TimeToExpiry) // Compute Delta =OXDelta(StockPrice, StrikePrice, Volatility, RiskFreeRate, TimeToExpiry) // Calculate Implied Volatility =OXImpliedVol(StockPrice, StrikePrice, OptionPrice, RiskFreeRate, TimeToExpiry) // Historical Volatility from price range =VXParkinson(HighPrices, LowPrices, NumPeriods)
Build and analyse multi-leg strategies programmatically.
using Windale.OptionsNET; var analyzer = new StrategyAnalyzer(); // Define Iron Condor legs analyzer.AddLeg("Short", "Put", strike: 45, expiry: 30); analyzer.AddLeg("Long", "Put", strike: 40, expiry: 30); analyzer.AddLeg("Short", "Call", strike: 55, expiry: 30); analyzer.AddLeg("Long", "Call", strike: 60, expiry: 30); // Compute P&L profile and Greeks var result = analyzer.Analyze(spotPrice: 50.0, vol: 0.33, rate: 0.03); Console.WriteLine($"Max Profit: {result.MaxProfit:C}"); Console.WriteLine($"Breakevens: {result.BreakevenLow} - {result.BreakevenHigh}"); Console.WriteLine($"Net Delta: {result.NetDelta}");
Priority email support for all subscribers. We respond within 24 hours.
sales@windale.comEvery product ships with demo applications including full source code to accelerate your integration.
Complete Javadoc (Java) and COM type library documentation (ActiveX/.NET) included with every license.
Request a free trial and start integrating institutional-grade analytics into your platform today.