WebCab Bonds for .NET 2 details
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WebCab Bonds for .NET 2 screenshot and details:
Company: WebCab Components
Release date: 2004-11-23
Last update: 2006-10-16
Platform: Win98,WinNT 4.x,Windows2000,WinXP,Windows2003
Language: English
File size: 5664 KB
System Requirements: .NET Framework v1.x
License: Demo
Expire: 50
Price:179 $
WebCab Bonds for .NET 2 Publisher Review:
Keywords:
bonds, interest rate, COM, .NET, XML, Web service, Class Libraries, C#, VB.NET, C++, capital market, markets,

WebCab Bonds for .NET 2 awards
WebCab Bonds for .NET 2 has been tested on 2006-10-16 and received a complete evaluation by the Soft32Download experts and due to the great results it has been awarded with the "Clean & Safe" award, meaning that this product is 100% clean of adware/spyware/trojans/viruses and it is safe to install.
Company: WebCab Components
Release date: 2004-11-23
Last update: 2006-10-16
Platform: Win98,WinNT 4.x,Windows2000,WinXP,Windows2003
Language: English
File size: 5664 KB
System Requirements: .NET Framework v1.x
License: Demo
Expire: 50
Price:179 $
WebCab Bonds for .NET 2 Publisher Review:
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
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 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 stock 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 model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.
Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.
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 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005) You can free download WebCab Bonds for .NET 2 now.
Keywords:
bonds, interest rate, COM, .NET, XML, Web service, Class Libraries, C#, VB.NET, C++, capital market, markets,

WebCab Bonds for .NET 2 awards
WebCab Bonds for .NET 2 has been tested on 2006-10-16 and received a complete evaluation by the Soft32Download experts and due to the great results it has been awarded with the "Clean & Safe" award, meaning that this product is 100% clean of adware/spyware/trojans/viruses and it is safe to install.Sponsored Links
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