Derivatives Software Download

WebCab Bonds for .NET

3-in-1: COM, .NET and XML Web service 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. This product also has the following technology aspects: Extensive Client Examples (C#, VB.NET, C++.NET,...) ADO Mediator Compatible Containers (VS 6, VS.NET, Office, C++Builder, Delphi)

bonds interest rate com net xml web service class libraries vb-net c capital market markets general interest derivatives pricing net com xml web service apps

WebCab Bonds (J2SE Edition)

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. Download then "java -jar *.jar" at prompt.

bonds interest rate java jar javabeans class libraries j2se jsp capital market markets general interest derivatives pricing api framework fras duration yield

OilProp

OilProp is designed to assess the core thermalphysic properties of oil and its derivatives necessary to solve transportation and processing tasks, with the minimum volume of input data. It is based on regularities and statistics generally known in the area.

oilprop oil gas thermalphysic properties fractional composition oil transportation hydraulic analysis of pipelines urvas engineering program assess core thermalphysic properties oil its derivatives

WebCab Options (J2EE Edition)

EJB suite containing price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.

options futures ejb j2ee ejb suite implementing general equity derivatives pricing framework