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Need Amibroker afl to calculate & plot Implied Volatility as well as show Greeks value using BlackScholes Formula.

I need a good amibroker AFL programmer to develop an afl to calculate & plot Implied Volatility & Historical Volatility on Amibroker with BlackScholes Merton model.

So whenever I turn on that afl code, I can choose to fill the parameters for an option and I can calculate and plot Implied Vola for up to 3 options and Historical Vola of the underlyings

For each option (implied vola), I will fill in:

+ Ticker of the option: e.g. GOOG Jun2017 585 Call Option (afl auto get the last closing price)

+ Ticker of the underlying (aft get the last closing price)

+ Maturity date: For comparison with today to cal the duration till expiration

+ Conversion rate (n): n options to be converted into a corresponding stock

+ Strike price: Fill a number

+ Risk free rate: Fill a number

I can repeat the filling activities for three time

For underlying (historical vola), I will fill:

+ Ticker of the underlying: (e.g. Goog)

+ Period: 3 months, 6 months ....

I then will have four line charts, three for implied volatility of three options with the same underlying, and one for historical volatility of underlying stock. For each option and its line chart, I would like to know its implied volatility, its Delta and its Vega value.

Compétences : Programmation C, Programmation C#, Programmation C++, Javascript, PHP

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Concernant l'employeur :
( 0 commentaires ) Ha Noi, Vietnam

Nº du projet : #19905565

2 freelance font une offre moyenne de $873 pour ce travail

reddysir2016

Hi We have Amibroker AFL developer and we would like to work to get to know the requirements in detail. Please contact us through chat or, if we can, let's have a Skype call to understand better. Regards, Adh Plus

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architjswl

Hi, I think I can help you with this. I will need more details about the project. But I think I can help. Please let me know more about the project before awarding me. Thank you. Archit

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