WebCab Bonds for Delphi 2
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 (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)
1) Contact us at webcab@gmail.com to discuss further marketing opportunities.
2) Visit our parter site at http://www.webcabcomponents.com/partners/ to learn
more about our partner program.
...Components offering general Interest derivatives pricing framework:...interest models and run...risk analytics of interest rate cash and...fundamental theory of bonds including: Treasury bonds,...Interest bonds, Duration and...*.jar" at prompt. WebCab Bonds implements the...Fundamental Theory of Bonds - Pricing and...
...COM, .NET and XML Web service Interest...interest models and run...Interest bonds, Forward rates/FRAs,...Forward and Future. Interest Rate Models: Constant...Equilibrium model, Spot rate model with automatic...White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM)...LIBOR market model. Price Models:...
...stock trading. Stock Markets - what is...a stock market and how do...Between Stocks and Bonds - a common...confusion, stocks and bonds are very different...if penny stocks interest you, the pink...areas to look for when assessing stocks...for investment opportunities. Fundamental...and indicators. Bull Markets and Bear Markets...
...modelling toolkit. The libraries contain more than...2100 functions used for managing, pricing and...are supported : Markets (Indexes, Calendar, FX...objects) Market Curves (Regular, XCCY,...Volatility Curves) Query Market Curves (Query curves...objects within the Market Curves category) Credit...
...loans, invest your capital in bonds, at...