The application has the following main features at the current time.

- Calculation of
**fair value and greeks**for the following options.**Vanilla**Options (using standard Black-Scholes formulae).**Binary**(Cash-or-nothing) Options (using standard analytical formulae).**Asian**Options (using Monte Carlo simulation).**Barrier**Options (using Monte Carlo simulation).**Lookback**Options (using Monte Carlo simulation).

- Asian, Barrier and Lookback Options can have a set of
**arbitrary monitoring dates**— i. e., you can value an Asian option whose payoff is calculated based on the average price between February, 23, March, 8 and June, 12. - Each Monte Carlo simulation is performed in a
**separate thread**— which means that you can value several different options at the same time.