|
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 Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office). WebCab Bonds for Delphi is licensed as shareware, the cost of the registered version is $179 and full download size is 4.86 MB. You can download a free version of WebCab Bonds for Delphi by following download link at Free Downloads section of this page. WebCab Bonds for Delphi is developed or distributed by WebCab Components and is listed under finance.
Software Screen Shot
Related Software
|
WebCab Bonds for Delphi Software Downloads
| BREAKTRU STOCKWATCH - Create a portfolio with this spreadsheet for Excel 97 |
| tlDatabase Data Editing Software - tlDatabase Easy To Use Data Editing Software |
| Growler Guncam - Growler Guncam is a game recorder and video capture tool. |
| DEKSI LAN Manager - Powerful and Feature Rich Network Monitoring software |
| YoutubeVideoConverter - Download and convert YouTube video to AVI,MPEG,WMV,iPod,PSP,3GP,etc... |
| #1 Smart Keystroke Recorder - Smart Keystroke Recorder is an excellent monitoring tool. |
| Photo Frame Maker - Add the Cool Frame to Your Photos! |
| WordPlus for Microsoft Word - Organize Email & Postal Newsletters,Pre-View MS Word Doc without opening it! |
| SiteRankOptimiser - Web Site Rank Optimizer ! Skyrocket Your Website To A Top 10 Ranking ! |
| Baby Boom II - Original arcade game with excellent fun graphics and amazing game play |
| SplitOne - Split large files into small pieces for easy distribution and rebuilds them. |
| 3D Wormhole - 3D Wormhole propels you down a dizzying wormhole. Completely configurable. |
| Hero Helper - An aid for GM's with the Hero Games Role Playing Game system (Champions etc.) |
| Alpha Lines - Alpha Lines is the 'letters' variation on theme of old, well known Lines. |
| Pac-Manic Worlds 3D - Pac-Manic Worlds 3D builds on classic Pacman. Download Full Version for Free! |
| Toptables - Times tables and addition tutor for your PC with games and quizzes. |
| AnaMark - VST-Synthesizer: 415 presets, 3 OSC, 21 types of synthesis, 6 filter, 10 effects |
| Net Photo Manager - Enhance, organize, share and archive your digital photos! |
| Spherical Timesheet Time Management Edition - Automatically tracks PC-based work for fast, easy and accurate timesheets |
| Extra Drive Creator Professional - Extra Drive Creator Pro - suite of tools for creating Extra Drives on your PC. |
|
