SearchAnySoft.com - WebCab Options and Futures for .NET 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: broad range of contracts, price, stake and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a act of vol, price, volatility and range models. General Pricing Framework offers the following predefined Models and Contracts: Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start blood 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 example, Spot range example with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forwards range example, Brace-Gatarek-Musiela (BGM) LIBOR market example. Price Models: Constant price example, General deterministic price example, Lognormal price example, Poisson price example. Volatility Models: Constant Volatility Models, General Deterministic Volatility example, Hull & White Stochastic example of the Variance, Hoston Stochastic Volatility example. Monte Carlo Princing Engine: Evaluate price guess accordance to act of iterations or maximum expected erroneousness. Evaluate the touchstone deviation of the price guess, and the minimum / maximum expected price for a given confidence charge. 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)