FinOptions Dev provides a complete collection of financial functions for analyzing financial derivatives on various types of securities and assets.  Each function calculates theoretical value, sensitivities, implied volatility and implied strike.

FinOptions Dev has a straightforward object model.  All of the functions easy integrate into any new or existing third-party application. Every functions can adjust for dividends and yield rates, which allows the user to price options on: bonds, commodities, equities, foreign currencies and futures.

FinOptions Dev has a sample application and documentation that accompany the software to demonstrate each of the functions and give the user a starting point to being using them.

FinOptions Dev has been tested extensively enabling the user to save time and improve their calculations accuracy.  It was written completely in C++, which provides lightning fast calculation.  Powerful, sophisticated applications can be developed using the FinOptions Dev functions.