Option Simulator - Done as a weekend hack to refresh my C# knowledge

Features include

• computing custom payoff functions (that may include pathwise terms like an Arithmetic Asian Call Option)
• changing the stock price simulation model (default is GBM; Heston model doesn't work for now)
• computing typical European call/put options
• simulating correlated stocks (however, no UI for inputting covariances yet)
• changing number of intervals in simulated path
• adjusting number of trials

Packages Used

• MathNet.Numerics.3.7.0
• ncalc.1.3.8
• Oxyplot.(Core|Wpf).2014.1.546