WebCab Options and Futures for .NET 3.0
|
WebCab Options and Futures for .NET screenshot  |
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 (C#, VB, C++,..) ADO Mediator Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi)
Program Details
| Released: | 2004-10-05 |
| More: | All programs by this author |
| Downloads: | 25 |
| License Type: | Demo |
| Platform: | Win95,Win98,Windows2000,WinXP,Windows2003 |
| Homepage: | http://www.webcabcomponents.com/dotNET/dotnet/optfut/index.shtml |
| Price: | $143.00 US |
Related Listings
|
StockMonkey StockMonkey - Stocks and shares calculator |
|
L-Nix Interactive UNIX tutorial program that teaches concepts of f the UNIX OS. |
|
Clix-FX XML Flash Menus Clix-FX Flash XML Menu Templates the easiest way imaginable to create web menus |
|
Cresotech TypeRecorder Convenient and easy to use keystroke sequence recorder and manager |
|
Program Selector Pro 98/ME Provides password protected access control for your Win 95/98/ME computer |
|
csIniFile ASP component for reading, writing and creating Windows INI files. |
|
EuroConvert EuroConvert converts an Euro value to one of the twelve European currencies. |
|
CacheBoost Server Edition Boost performance with system and cache management of Windows. |
|
Zoner Barcode Studio Program for creating, printing and managing single or multiple barcodes |
|
|
CacheBoost Professional Edition Boost system performance and cache-management of Windows XP, NT, 2000. |
|
Timers OCX A set of timers that expand on the VB timer control supplied. |
|
NetColor OCX NetColor OCX converts colors easily |
|
Sponge Bob Square Pants Boo or Boom Help destroy Plankton's plan to ruin Halloween in the SpongeBob SquarePants. |
|
Acc Compact Utility for Microsoft Access database developers and administrators. |
|
SharpShooter Collection Data processing, analysis and visualization components for .NET in one package. |