Hello, Login
  

Catalogue
Sign up our newsletter:
Email:
Home > Investment Tools

WebCab Bonds for .NET 2

 Edit
Price Interest Derivative in .NET/COM/WS Apps
3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (C#, VB, C++,...)
ADO Mediator
Compatible Containers (VS 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005) 

Download WebCab Bonds for .NET Now!| Price: Free | Info
Published by WebCab Components | Released on 23 Nov 2004



Keywords/tags:.net, bonds, c#, c++, capital market, class libraries, com, interest rate, markets, VB.NET, web service, XML
 

WebCab Bonds for .NET
Links:

 More items

Reasonable Anti-phishing 2.0
Protect your online financial info from theft - Download Now!
Joboshare DVD to PS3 Bundle 2.1.8.1119
Rip DVD and video files to Sony PS3 video MP4 - Download Now!
Xilisoft DVD Creator 2.0.13
Burn almost all popular video formats to DVD. - Download Now!
Xilisoft DVD to iPod Converter f4.02 4.0
Convert DVD to iPod Video format MPEG-4. - Download Now!
Xilisoft WMA MP3 Converter 2.1.61.0122
An exclusive WMA and MP3 encoder. - Download Now!

  

 

Powered by Reasonabler.com.