Download WebCab Options and Futures for .NET 3.0

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Free-To-Try.com Windows Business Investment Tools WebCab Options and Futures for .NET

WebCab Options and Futures for .NET 3.0
WebCab Options and Futures for .NET 3.0 screenshot
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps
Price: 143 USD (Buy Now) Hits: 1013 visitors Publisher: WebCab Components OS Support: Win95, Win98, Windows2000, WinXP, Windows2003, License: Demo Date added: 24 Nov 2012 Last Update: 05 Oct 2004 Downloads: 59

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WebCab Options and Futures for .NET Publisher's description

Add our Equity derivatives pricing framework to COM, .NET and Web service Apps

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.



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, VS.NET, Office, C++Builder, Delphi)
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Version History
Version 3.0 added on: 24 Nov 2012


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Related Tags
    options          futures          .NET          COM          XML          Web service          Class Libraries          C#          VB.NET          European          Asian          American          Lookback          Bermuda          Binary          Monte Carlo          Finite Difference          volatility      

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