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WebCab Bonds for .NET free download
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-Toty (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)
WebCab Bonds for .NET 2 free download is licensed as demo. WebCab Bonds for .NET download is provided as a free to try download for all software users. Free-To-Try periodically updates pricing and software information of WebCab Bonds for .NET full version from the WebCab Components, but some information may be out-of-date. WebCab Bonds for .NET 2 is currently the last updated version of the software. All rights for WebCab Bonds for .NET are belong to the developer, WebCab Components.
Keywords: bonds, interest rate, COM, .NET, XML, Web service, Class Libraries, VB.NET, C++, capital market, markets, Demo, Business, Investment Tools, WebCab Components, WebCab Bonds for .NET
Recent Changes: Not Established
Install Support: Install and Uninstall
Supported Languages: English
Additional Requirements: .NET Framework v1.x
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