| Company | WebCab Components |
| Website | http://www.webcabcomponents.com |
| Country | United Kingdom |
| Email | webcab@gmail.com |
| Os | Win98, WinNT 4.x, Windows2000, WinXP, Windows2003 |
| Requirements | .NET Framework v1.x |
| Language | English |
| Release Date | 11 11 2004 |
| License | Demo |
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PC:Windows:Business:Finance
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3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: solidification contract, solidification vol / price / stake 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 caudex 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 pattern, Spot rate pattern with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton ahead rate pattern, Brace-Gatarek-Musiela (BGM) LIBOR market pattern.
Price Models: Constant price pattern, General deterministic price pattern, Lognormal price pattern, Poisson price pattern.
Volatility Models: Constant Volatility Models, General Deterministic Volatility pattern, Hull & White Stochastic pattern of the Variance, Hoston Stochastic Volatility pattern.
Monte Carlo Princing Engine: Evaluate price approximate accordance to bit of iterations or maximum expected wrongdoing. Evaluate the criterion deviation of the price approximate, and the minimum / maximum expected price for a given confidence stage.
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, C++BuilderX, Office)
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