Real-time options Add-In. Most of these routines are still sold today at a hefty premium. They should be free or at least original authors should be getting royalties, but that's another story. Most of these routines have been around for the past 20 years now. Source code in included in the On-Line help.
Zip file includes:
Finite.xll (Add-In),
spreadsheet, on-line help and source. Download Individual Components:
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