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)
VERSION HISTORY
- Version 2 posted on 2004-11-23
Program Details
- Category: Business > Investment Tools
- Publisher: WebCab Components
- License: Free Trial
- Price: $179.00
- Version: 2
- Platform: windows
EULA
WebCab Bonds for .NET Developer License PLEASE READ THIS AGREEMENT CAREFULLY BEFORE USING THE COMPONENT. WEBCAB WILL ONLY GRANT A LICENSE FOR THIS COMPONENT IF YOU FIRST ACCEPT THE TERMS OF THIS AGREEMENT. In this license the vendor, WebCab Limited is referred to as WebCab. This .NET Service is licensed on a per developer basis. A developer may use a license on several machines as long as they are not used concurrently nor used by another developer. This is the license agreement for one developer of the Bonds .NET Service, herein referred to as the "Component". WebCab grants you a nonexclusive license for the .NET Service. If WebCab grants you multiple licenses for the component, the terms of this Agreement apply to each license. In particular, a 4 developer team license is equivalent to four single developer licenses. The term "Component" means the .NET(TM) Software with all of its features and capabilities as described in the product description. 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