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 (Delphi for .NET, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder
VERSION HISTORY
- Version 3.0 posted on 2004-11-11
Program Details
- Category: Business > Investment Tools
- Publisher: WebCab Components
- License: Free Trial
- Price: $143.00
- Version: 3.1
- Platform: windows
EULA
WebCab Options and Futures 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 Options and Futures .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. This component consists of machine-readable instructions, audio/visual content (such as images, text, recordings, or pictures), and related licensed materials. The Component is owned by WebCab, and is copyrighted and licensed, not sold. Use of the Full Version 1) Only one developer may use a license at any one time, except as otherwise stated in this section. You agree to ensure that anyone who uses the component (accessed either locally or remotely) does so only for your authorized use and complies with the terms of this Agreement. 2) You may merge the Component into another program. You must reproduce the copyright notice and any other marks of ownership on each copy, or partial copy, of the Program. You may modify the Program so as to solve problems related to the use of the component or to allow the program to work together with other products. 3) You may make a copy of the component for backup purposes. Charges for the Component 4) WebCab requires payment for the component based upon the number of developers who will use this component. The number of times the component is called by clients is not limited by the license agreement. This component is run-time royalty free. Payment must be made to the party (either WebCab or its reseller) from whom you acquired the component. 5) All maintenance updates (including service packs) will be distributed free of additional license cost. The License is fully transferable 6) You may transfer all your rights and obligations under a license for a Program to another party. 7) To transfer such rights and obligations, you must transfer a copy of this Agreement, the License Information, all other documentation (including proof of entitlement), and at least one complete, unaltered copy of the Program to the other party. Your license is then terminated. 8) A Program which WebCab licenses in multiples of two or more may be transferred in packs of one, two or more user licenses. Limitations on copying or disassembling licensed software 9) User may not take any steps, such as altering, decompiling, disassembling, reverse assembling, or reverse compiling, to derive the source code equivalent of the Licensed Program. Limitations on purposes of use; prohibition of commercial use of licensed materials 10) Under no circumstances may a Permitted User store any parts of the Component for the purposes of resale, redistribution. 11) The user may not sublicense, rent or lease the Component. 12) The Licensee may not use, copy, merge or transfer the Component except as provided for in this Agreement. 13) Any copyright notices or disclaimers included within the component or any accompanying screen displays may not be removed, obscured or modified in any way. Limited Warranty 14) WebCab warrants that the component herein will perform substantially in accordance with the accompanying written material. WebCab does not warrant uninterrupted or error-free operation of a Component. 15) The warranty period for the Component expires sixty days after the purchase. 16) For the unmodified part of the component during the warranty period WebCab will provide without charge after sales services including fixing bugs, compatibility issues and other technical support. 17) The licensee''s only remedy shall be, at WebCab''s option, replacement of the Component version or a full refund of the purchase price. This Limited Warranty is void if failure of the product has resulted from accident, abuse, or misapplication. NO OTHER WARRANTIES. WEBCAB DISCLAIMS ALL OTHER WARRANTIES, EITHER EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE, WITH RESPECT TO THE SOFTWARE AND THE ACCOMPANYING WRITTEN MATERIALS. THIS LIMITED WARRANTY GIVES YOU SPECIFIC LEGAL RIGHTS. YOU MAY HAVE OTHERS, WHICH VARY FROM STATE TO STATE. NO LIABILITY FOR CONSEQUENTIAL DAMAGES. IN NO EVENT SHALL WEBCAB OR ITS SUPPLIERS BE LIABLE FOR ANY DAMAGES WHATSOEVER (INCLUDING, WITHOUT LIMITATION, DAMAGES FOR LOSS OF BUSINESS PROFITS, BUSINESS INTERRUPTION, LOSS OF BUSINESS INFORMATION, OR OTHER PECUNIARY LOSS) ARISING OUT OF THE USE OF OR INABILITY TO USE THIS WEBCAB PRODUCT, EVEN IF WEBCAB HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. BECAUSE SOME STATES DO NOT ALLOW THE EXCLUSION OR LIMITATION OF LIABILITY FOR CONSEQUENTIAL OR INCIDENTAL DAMAGES, THE ABOVE LIMITATION MAY NOT APPLY TO YOU. Force Majeure 18) Neither party shall be liable in damages or have the right to terminate this Agreement for any delay or default in performing hereunder if such delay or default is caused by conditions beyond its control including, but not limited to Acts of God, Government restrictions (including the denial or cancellation of any export or other necessary license), wars, insurrections and/or any other cause beyond the reasonable control of the party whose performance is affected. Consequences of Unauthorized Use 19) Licensee shall promptly notify WebCab of any infringements of copyrights or any unauthorized use of the component in print or digital form of which they become aware. Licensee shall cooperate with WebCab in any investigation of such infringements or unauthorized uses. WebCab shall have the sole right, at its expense, to bring any action on account of such infringements or unauthorized uses provided that WebCab will not bring an action against any Authorized user without first consulting with Licensee. Licensee shall cooperate with WebCab in any such action, in such manner as WebCab may reasonably request and at WebCab''s expense. In the event of any infringement or unauthorized use by an Authorized User, Licensee shall take all reasonable steps to cause such Authorized user to cease such activity and to prevent any recurrence thereof. In addition, WebCab may terminate the Authorized User''s single license agreement.