WebCab Options and Futures for .NET 3.0 
Publisher: WebCab Components
Size: 7.44 MB
OS: Windows95/98/2000/XP/2003
License: Demo
Discount Price: $143 $128.7
Updated: 2004-10-05
Rating:
Purchase now with this discount link to get the 10% discount.
Download Now!
Size: 7.44 MB
OS: Windows95/98/2000/XP/2003
License: Demo
Discount Price: $143 $128.7
Updated: 2004-10-05
Rating:
Purchase now with this discount link to get the 10% discount.
Download Now!
WebCab Options and Futures for .NET 3.0 Description
3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models. Read more...
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-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, VS.NET, Office, C++Builder, Delphi)
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, VS.NET, Office, C++Builder, Delphi)
DOWNLOADS FROM WebCab Components
- WebCab Bonds (J2EE Edition)
EJB Suite for Interest derivatives pricing, FRAs, Duration, Yield. - WebCab Bonds (J2SE Edition)
General Interest derivatives pricing API framework. And FRAs, Duration, Yield,.. - WebCab Bonds for .NET
Price Interest derivatives in .NET, COM and XML Web service Applications - WebCab Bonds for Delphi
Interest Derivative Pricing for .NET/Win32/Web Service Applications. - WebCab Functions (J2EE Edition)
EJB Suite for Interpolating functions and solving equations - WebCab Functions for .NET
Interpolate functions and solve equations in your .NET, COM, Web Service Apps - More downloads from WebCab Components
Tags of WebCab Options and Futures for .NET
MySQL-to-Oracle
MySQL-to-Oracle is a program to migrate MySQL databases to Oracle server.
MySQL-to-Oracle is a program to migrate MySQL databases to Oracle server.
Office Viewer ActiveX Control
Embed a Microsoft Office document directly on a form or web page!
Embed a Microsoft Office document directly on a form or web page!
SmartVB6
Development tools for VB6 programmers created to build fast and robust code.
Development tools for VB6 programmers created to build fast and robust code.
TextCaptureX
Fast and reliable text capture library
Fast and reliable text capture library
ECMerge Pro (Windows)
ECMerge compares/merges files/folders/FTP sites 3-way with syntax colouring
ECMerge compares/merges files/folders/FTP sites 3-way with syntax colouring
RazorSQL
Query, update, navigate, and manage all databases from one database tool
Query, update, navigate, and manage all databases from one database tool
ECMerge Standard (Windows)
ECMerge compares/merges files/folders/FTP sites 2-way with syntax colouring
ECMerge compares/merges files/folders/FTP sites 2-way with syntax colouring
TextTransformer
Text analyze, extraction, transformation workbench
Text analyze, extraction, transformation workbench
MySQL-to-MSSQL
MySQL-to-MSSQL is a program to convert MySQL databases into MS SQL format.
MySQL-to-MSSQL is a program to convert MySQL databases into MS SQL format.
SkinEngine
Easy to add skinnalbe GUI to your C++, Delphi, VB and .NET application
Easy to add skinnalbe GUI to your C++, Delphi, VB and .NET application