About Volopta
Welcome!  This site contains free C++, Matlab, and VBA code for derivatives pricing.   You will find code for pricing equity
options, options on bonds, swaps, swaptions, options on futures, variance swaps, collateralized debt obligations, credit
default swaps, volatility models, etc.

All of the code on this site is free.  We encourage everyone to submit code, but please make sure the code you submit is
accurate and your own.  Volopta is designed mostly for C++, Matlab, and VBA code, but you can submit code in any

Why Volopta?
The name is derived from a blending of volatility and optimization.  Volatility is the single most important parameter in
option pricing, and can be the option trader's best friend. Optimization is the tool often used by the financial engineer to
calculate option prices.  This site pays homage to both concepts.
Downloading Code
Please read the Rules described in the Terms of Use below.  Then visit any page to download free code.

Restricted Code
Some users have requested that their code be available for restricted use only.  To obtain restricted code, you must
email us and explain why you need this code.  In most cases we will e-mail you the code within 24 hours.

Submitting Code
Please visit the Upload page and following the instructions.

Terms of Use
The code on this site is free for anyone to use, subject to the following Rules.

  1. Use of Code .   All computer code appearing on this site is to be used for personal or academic use only.   Users
    are NOT allowed to use any of the code for commercial purposes, except under licensing agreements with Volopta.
    com.  Please contact us for more details.
  2. Posting Code.  You must not post code that is copyrighted.  This includes, but is not limited to, code from a CD that
    accompanies a textbook, code obtained from a Web site or a discussion forum, or code from a vended software
    product.  The code you submit must be your own, or you
    © 2009 - 2014 Volopta.com.  The accuracy of the computer code contained on this Web site is not guaranteed.  Investing in derivatives is risky and can lead to large financial losses.  
    Volopta.com is not responsible for financial losses incurred from using the code contained on this site.  Always consult with a financial professional before investing in derivatives.