Visit the Mathema Option Pricing System for foreign exchange options and structured product valuation!

Release

VERSION	Release Date	Publishing Content	Download (Excel version)
1.4.0 Kernel Version：1.4.150012	2025/06/08	（Only release the latest package without saving historical versions） The latest content includes： - CFETS Vanilla Strategy Option pricing supported . - Structured options, local volatility, supporting LocalVol (Dupire), LocalStochasticVol (Heston), and ImpliedVol (BlackScholes) - Support structured options that are not linked to commodities, stock index options, or commodity stock indices	Click to download mcp_exel_1.4.20250608 Download from official website Anaconda3-2022.05-Windows-x86_64.exe Domestic downloads Anaconda3-2022.05-Windows-x86_64.exe Python decompression package python.zip Installation instructions
1.0.2 Kernel Version：1.1.96611	2024/1/12	The updated content includes： - Reverse calculation function for European, American, and combination options (calculating exercise price and volatility through premium amount, Delta, Gamma, and other green indicators) - Support pricing for currency pairs other than USD/CNY and USD/CNH (this upgrade supports USD/CAD, USD/JPY, USD/CHF, AUD/USD, EUR/USD, etc.) - Optimization algorithms for pricing Asian options, etc	-
1.0.1	2023/11/28	Initial release version, including： - Pricing of European, American, and Asian options - Commonly used interbank combination options (risk reversal, straddle, wide straddle, butterfly, spread, seagull) - Outsourced foreign exchange institutional forward (more than ten structures including interval forward, proportional forward, capped, guaranteed, eagle style, etc.) - Foreign exchange GPT function (pricing can be done through a dialog box, which can be used on mobile phones) - Forum - Help Page	-