RPI Library Documentation
Please download and read the product documentation before downloading the zipped file containing the RPI Library. The documentation contains a full set of installation instructions for getting the library up and operational. The derivation of the underlying valuation and risk measurement formulas is provided in Sagi and Whaley (2011).
| rpi_library_documentation_1.0.3.pdf |
RPI Library Software
This software contains files to help you value and measure the risk of relative performance index option and futures contracts. By downloading and installing the RPI Library, you are agreeing to be bound by the following agreement:
This software product is protected by copyright and all rights are reserved by Alpha Options LLC. You are licensed to use this software on a single computer. Copying the software to another medium or format for use on a single computer does not violate the U.S. Copyright Law. Copying the software for any other purpose is a violation of U.S. Copyright Law.
This software product is sold without warranty of any kind, either expressed or implied, including but not limited to the implied warranty of merchantability and fitness for a particular purpose. Alpha Options LLC does not assume any liability for any alleged or actual damages arising from the use of or the inability to use this software.
This software product is protected by copyright and all rights are reserved by Alpha Options LLC. You are licensed to use this software on a single computer. Copying the software to another medium or format for use on a single computer does not violate the U.S. Copyright Law. Copying the software for any other purpose is a violation of U.S. Copyright Law.
This software product is sold without warranty of any kind, either expressed or implied, including but not limited to the implied warranty of merchantability and fitness for a particular purpose. Alpha Options LLC does not assume any liability for any alleged or actual damages arising from the use of or the inability to use this software.
| alpha_options_llc.zip |