OPtion What if scenario

We are looking for a piece of position/risk management software that can calcluate multiple what-if scenarios of options positions versus an [login to view URL] specifically we would like to see a table of the profit and loss for an entire portfolio, and a table of the option [login to view URL] need to be able to see the table as the underlier moves within a certain range, (for example -20% to +20%), and also be able to see how a change in volatility assumptions (the same -20% to 20%) will effect the portfolio. The table should dispaly in dollar [login to view URL] software needs to be able store positions and add or delete positions on the [login to view URL] in a position file with strike,delta,gamma,theta,price paid,underlyer price,implied volatily or [login to view URL] be able to use black sholes or binomial model for option pricing. Must have a visual interface so that volatility and or price can be "shocked" using a slider bar or drop down menu box and see the resultant values table in spreadsheet like format. Can be written in VB or excel or C++. ## Deliverables 1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables): a) For web sites or other server-side deliverables intended to only ever exist in one place in the Buyer's environment--Deliverables must be installed by the Seller in ready-to-run condition in the Buyer's environment. b) For all others including desktop software or software the buyer intends to distribute: A software installation package that will install the software in ready-to-run condition on the platform(s) specified in this bid request. 3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement). ## Platform Windows 98 or higher