|
|
TAG: model, price, option, models, constant, stochastic, volatility, forward, interest, bonds, general, yield, , price model, models constant, hull & white, factor stochastic models, Best Search Category: free registry cleaner, registry scan, registry cleaner, registry clean, registry fix, pc registry, registry cleaner spyware, computer repair software, pc tools, system utilities, expense report software, software call center, software as a service, tech support software, software manager
License / Price:
Demo / 179 $
|
Category :
Business
/ Business Finance
|
Requirements :
|
Publisher / Limitations:
WebCab Components / |
Size / Last Updated:
5664KB / 2008-02-13 |
TAG: model, price, option, models, constant, stochastic, volatility, forward, interest, bonds, general, yield, ,
price model, models constant, hull white, factor stochastic models,
|
Operating System:
Win98, WinNT 4.x, Windows2000, WinXP, Windows2003 |
Download:
Download
|
Publisher's description - WebCab Bonds for .NET
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 (C#, VB, C++,...)
ADO Mediator
Compatible Containers (VS 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005)
|
Related app - WebCab Bonds for .NET
|
Also see ...
...in Business 
1)
Quote Format Converter 1.0Business Finance by Allegro Software, Inc - Software Free Download
A handy tool that allows you to download and convert daily stock and mutual fund quotes. It converts stock and mutual fund quotes in text files from one format to another format that you created with Quote Format Converter, for your favorite technical analysis software applications, as long as they support importing data from text files....
2)
AnyMini C: Character Count Program
AnyMini C is automatic character count software. It is character count program for all common file formats, which supports .DOC, .RTF, .XLS, .PPT, .PPS, .HTM, .CSV, .
After character count is completed, you can:
view character count results on the screen;
print character count results;
export character count results into Text, HTML, Microsoft Word, Microsoft Excel, Rich Text Format, PDF.
New features in version 5.0:
Support for word count, line count, and character count for .MIF (Adobe FrameMak...
|
...in Business Finance
1)
Accura Applications 5Business Finance by Accura Software, Inc. - Software Free Download
A complete suite of web-enabled, client/server, fully customizable business applications with unmatched price/performance. Currently Available modules include: Application Manager, Common Information, General Ledger, Cash Manager, Sale/Purchase Tax, Accounts Receivable, Accounts Payable, Inventory Manager, Sales Order, Purchase Order, Payroll, Human Resources, Fixed Assets, Manufacturing, Integration, Electronic Data Interchange, Executive Information System, Requisition, Contact Manager, Import...
2)
Database ViewerEditor
xBaseView is a multi-functional database tool designed for novice database administrators or advanced database users. It looks like Explorer: the database files are displayed in a folder-tree and you can open it with the mouse....
|
|
Related tags:
|
|
