Your free TOP 25 download source!

Featured Software

 IcontApCalc Desk tape calculator(Arm & xScale)
CPA friendly desk calculator with tape and TAX+,TAX-,Mark Up/Down,Total,Grand

 IconMITCalc3D for SolidWorks
Mechanical, Industrial and Technical Calculations for SolidWorks

 IconFaxSee Pro
open view convert fax like tiff fmf fxd fxm fxr fxs dcx bfx apf cals awd qfx raw

 IconMITCalc - Roller Chains Calculation
Design and strength check of roller chain transmission

 IconA-PDF Restrictions Remover
Remove password and restrictions of PDF files in a few seconds.

WebCab Bonds for .NET 2

Price Interest derivatives in .NET, COM and XML Web service Applications
Publisher: WebCab Components
Category: Business
Version: 2
License: demo
Cost: 179$
Size: 5.53 MB
Updated: 20 May 2009
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)

download (WebCabBondsDemoNETService.Msi - 5.53 MB)