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| Author: |
WebCab Components |
| File Size: |
5664K |
| Language: |
English |
| Licence: |
Demo |
| Update: |
2004-11-23 00:04:25.000 |
| OS: |
Win98,WinNT 4.x,Windows2000,WinXP,Windows2003 |
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Introduction:
3-in-1: COM,.NET and XML Web service part derivatives pricing framework: set contract,set vol/price/interest models and execute MC.We in addition cover: Treasury bonds,Price/Yield,Zero turn,Fixed-Interest bonds,dispatch rates/FRAs,term and Convexity.
General Pricing framing offers the following predefined Models and Contracts:
Contracts: Asian Option,Binary choice,crown,Coupon bail bond,overcome,Forward Start hoard option,Lookback choice,Ladder choice,Vanilla Swap,Vanilla hoard Option,Zero Coupon bail bond,Barrier choice,Parisian choice,Parasian choice,Forward and hereafter.
Interest Rate Models: Constant pick out Rate,Constant (in time) Yield turn,One element stochastic models (Vasicek,Black-Derman-Toy (BDT),Ho & Lee,Hull and White),Two element stochastic models (Breman & Schwartz,Fong & Vasicek,Longstaff & Schwartz),Cox-Ingersoll-Ross soundness model,Spot rate model with self-acting yield (Ho & Lee,Hull & White),Heath-Jarrow-Morton forward grade model,Brace-Gatarek-Musiela (BGM) LIBOR shop model.
Price Models: Constant expense model,General deterministic expense model,Lognormal expense model,Poisson expense model.
Volatility Models: Constant Volatility Models,General Deterministic Volatility likeness,Hull & White Stochastic likeness of the Variance,Hoston Stochastic Volatility likeness.
Monte Carlo Princing Engine: Evaluate price estimate accordance of rights to number of iterations or maximum expected error.Evaluate the ideal deviation of the price estimate,and the minimum/maximum expected price for a given confidence flat.
This product also has the following engineering aspects:
3-in-1:.mesh,COM,and XML entanglement services - 3 DLLs,3 API Docs.
Extensive patron Examples (C#,VB,C++.)
ADO Mediator
Compatible Containers (VS 6,VS.mesh,job 97/2000/XP/2003,C++Builder,Delphi 3-2005).
Download WebCabBondsDemoNETService.Msi now! |