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Publisher :
WebCab Components Limited
Date added : 11-Oct-2004
Rating :
File size :
Unknown
Language :
English
License :
Shareware - Time Limit
Price : $179.00
OS :
Windows 98/NT/2000/ME/XP/VISTA
UpdateDate : 06-Jun-2007
Requirements :
No special requirements
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 WebCab Bonds for Delphi Information |
Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products.
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: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
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| Reviews Of WebCab Components Limited |
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| More Products from company WebCab Components Limited (Total 24 software) |
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Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.
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Java API Components offering 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. The interpolation procedures provided include Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients.
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.NET Component and XML Web service for pricing option and futures contracts using Monte Carlo and Finite Difference techniques.
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Delphi Component offering general Equity derivatives pricing framework.
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Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting.
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