General Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. WebCab Bonds implements...
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The interpolation...
General Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including:...
This suite includes the following features: Interpolation ModulePolynomial Interpolation and extrapolation Lagrange's formula - for interpolating a function known at N points with a polynomial of degree N-1 Burlisch-Stoer algorithm - interpolates...
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...
Delphi add-in Component and XML Web service implementation offering the application of the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to...
100% Free Delphi Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these... | 
