WebCab Options and Futures for Delphi. Price Equity Derivatives in .NET/COM/WS Apps

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WebCab Options and Futures for Delphi

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WebCab Options and Futures for Delphi -3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.

3.0 26.01.2005

WebCab Options and Futures for Delphi 3.0

Author Company: WebCab Components
Category:

WebCab Options and Futures for Delphi 3.0 Add our Equity derivatives pricing framework to COM, .NET and Web service Apps ...

WebCab Options and Futures for Delphi 3.0 Screenshots reviewed in Source Code directory of Software Development

File Size: 6835 kB
OS: Windows 98 / NT / 2000 / ME / XP / VISTA
License: Commercial - Time Limit, free to try, 143 to buy.

Software Developed by WebCab Components

WebCab Options and Futures for Delphi 3.0 trial free download software

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Description :

WebCab Options and Futures for Delphi - Price Equity Derivatives in .NET/COM/WS Apps

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 European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.

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-Toty (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

This is the Commercial version. The full version can be purchased by clicking on the "Buy Now" button below for around $143 USD.

Click to buy from Regnow