WebCab Bonds for Delphi 2

WebCab Bonds for Delphi 2
Publisher: WebCab Components Date added: 04 April, 2008
License: Shareware Size: 4.9 KB
Price: $179.00

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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity

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 (Delphi for .NET, C#, VB.NET)ADO MediatorCompatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)

Tags: Xml, Delphi, Com, C#, .Net, Vb.Net, Bonds, Web Service, Interest Rate, Capital Market, Markets, Class Libraries Dephi, Delphi.Net
Platforms: Windows2000 , Windows2003 , Win98 , WinNT 4.x , 2000 , 2003 , 95/98 , NT , XP , WinXP
Requirements: .NET Framework v1.x

Related Downloads

FoxTerm 1.1.9.0

FoxTerm is a terminal emulation application. FoxTerm is a simple and easy to use multi-session terminal emulation application. Most applications that monitor and log COM port and Telnet connections force the user to open an application instance for each connection. This can be tedious and resul

Universal Code Lines Counter 1.0.2

Free tool for counting source code lines. A fast and easy tool for counting source code, blank and comment lines of software projects. Many programming/script languages are supported by default and further languages you can add easily by yourself!

IBillIt .NET Lib for Authorize.Net CIM 1.0

.NET object model over Authorize.Net's CIM CIM Library integrates Authorize.Net's CIM Service. CIM enables PCI-DSS compliance. CIM Library uses a familiar object model and provides events and multi-threading options. Built on .NET. IT DevWorks is an Authorize.Net Certified Developer.

Data Exchange Manager Professional 1.6.23

Flexible Data Transfer and Sceduling Utility. Transfer data from any data source to another. Use our custom designed templates to increase speed for any Database platforms. Includes our most innovative and valuable feature which would be our scheduling tool.

FireDaemon Pro 1.9.2402

A feature rich Windows service manager FireDaemon lets you install and run any 32-bit or 64-bit application or script as a Windows service. Among the key features is easy configuration via GUI or XML, service monitoring, low memory footprint, fault tolerance and high availability.

PHP Studio 2009 2.4.3

Integrated development environment for PHP. PHP Studio 2009 is an integrated development environment for PHP, providing advanced code editor, code explorer, built-in HTTP server, built-in FTP client, internal web browser, syntax highlighting, code completion, syntax highlighting and more.

Perl Studio 2009 2.3.3

Integrated Development Environment for Perl. Perl Studio 2009 is an integrated development environment (IDE) for Perl providing advanced code editor, code completio, built-in HTTP server, built-in FTP client, internal web browser, syntax highlighting, find in files, project management and more

EQATEC Profiler 3.0.46

Make your .NET app run faster - .NETCF too! Spot slow code: Are you a .NET developer? Would you like your application to run faster? Then use our free profiler to spot you app's slow code. Speedup any .NET app: As the only code profiler in the world, our profiler can even handle .NETCF

imgcnvrt.dll - Image Converter DLL 1.0

An Automation DLL Library. imgcnvrt.dll - Image Converter DLL (COM/OLE) - an Automation DLL Library

DB Elephant MySQL to MSSQL Converter 1.2

A most accurate MySQL to MSSQL Converter. MySQL to MSSQL Converter is a most accurate MySQL to MSSQL Converter to convert the whole database or any of its parts. It supports different data types and attributes. MySQL to MSSQL Converter can be handled via user-friendly GUI or command line.

Can't find what you're looking for? Try searching for it:

New Software

Popular Software

© 2000-2008 Xentrik.Net