WebCab Options and Futures for Delphi 3.0
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
|
Short Tags
Related Downloads
Personal Stock Monitor GOLD 8.7Personal Stock Monitor Gold enables the active investor to quickly research, track, chart, and trade stock market securities including stocks,... |
JamDTA.net 4.0.7JamDTA.net is a component for the Dot.Net Framework that allows you to build DTA / DTAUS files that contain standardized information about money... |
PickaCart Choice - Mauve 2.5PickaCart Choice - Mauve. An easy to build Database driven asp Shopping Cart with one Option field for product choice. Images in all product... |
PickaCart First - Mauve 2.5PickaCart First - Mauve. An easy to build Database driven asp Shopping Cart. Images in all product displays.Use html script in the description... |
PickaCart Premium - Mauve 2.5PickaCart Premium - Mauve. An easy to build Database driven asp Shopping Cart with two Option fields for product choice. Images in all product... |
Fortune3 Shopping Cart and E-Commerce 6.2This shopping cart software creates and manages your entire Online Store, and uploads the Ecommerce web site and shopping cart system ready to take... |
VueChat Express 1.4VueChat Express is a Customer Service solution for the government and corporations that enables a web based Customer Service / online Help Desk... |
Klick-N-View Business Cards 4.0.5.1Klick-N-View Business Cards makes designing and printing your business cards a snap! Using this tool you can design and print professional quality... |
New Downloads
OK-Inventory FE 2.1.45feOK-Inventory is an innovative, versatile and customizable software package designed to provide accounting, inventory control, sales management,... |
LoanShark 6.5If you are holding a mortgage note on real estate or a loan on personal property such as new or used cars, mobile homes or any other items, you... |
UBS Accounting Software 9.4.2UBS Accounting is the first step to a computerised business. With more than 135,000 installations in Malaysia alone, we are now a household brand... |
Checkbook 4.09.16Checkbook is an electronic checkbook register. You enter transactions into Checkbook just as you would on your paper version. But instead of... |
Billing Organizer Pro 2.2Billing Organizer Pro is a flexible billing and invoicing database management system. Designed for all kinds of professionals such as lawyers,... |
Desktop Budget Lite 2.1.0.58Spryka Desktop Budget is a free personal finance software for Microsoft Windows. It is a financial planning and management software that is... |
Employee Expense Tracking 3.0.5TimeLive Employee-Expense-Tracking suite is an integrated suite for time record, time tracking and time billing software. The TimeLive suite of... |
SliQ Invoicing Plus 2.0.0SliQ Invoicing Plus makes invoicing and billing a breeze. Includes multiple invoice templates as well as an invoice designer. Includes handy... |