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Home : Business : Investment Tools
WebCab Bonds for Delphi icon

WebCab Bonds for Delphi

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WebCab Bonds for Delphi Details:
Publisher: WebCab Components
Version: 2
License: Demo
Price: $179.00
Operating Systems: Win98,WinNT 4.x,Windows2000,WinXP,Windows2003
System Requirements: .NET Framework v1.x
File Size: 4.86 MB
Total Views: 1449
Total Downloads: 3
Rating: WebCab Bonds for Delphi rating (5 out of 5 Stars)
Release Date: 11/11/2004
Last Update: 2/26/2006
WebCab Bonds for Delphi Short Description:
Interest Derivative Pricing for .NET/Win32/Web Service Applications.
WebCab Bonds for Delphi Long Description:
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 (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)
WebCab Bonds for Delphi Keywords:
bonds, interest rate, Delphi, .NET, COM, XML, Web service, Class Libraries Dephi, Delphi.NET, C#, VB.NET, capital market, markets
Other Software Products by WebCab Components:
1) WebCab Options and Futures for Delphi
2) WebCab TA for .NET (Community Edition)
3) WebCab TA (J2SE Community Edition)
4) WebCab Probability and Stat for .NET
5) WebCab Probability and Stat for Delphi
6) WebCab Probability and Stat (J2SE Ed.)
7) WebCab Portfolio (J2EE Edition)
8) WebCab TA for Delphi (Community Edition)
9) WebCab Probability and Stat (J2EE Ed.)
10) WebCab Functions (J2SE Edition)
11) WebCab Functions for .NET
12) WebCab Portfolio for Delphi
13) WebCab Bonds (J2EE Edition)
14) WebCab Bonds (J2SE Edition)
15) WebCab Bonds for .NET
16) WebCab Functions for Delphi
17) WebCab Optimization (J2SE Edition)
18) WebCab Optimization for .NET
19) WebCab Optimization (J2EE Edition)
20) WebCab TA (J2EE Community Edition)
21) WebCab Options and Futures for .NET
22) WebCab Options (J2SE Edition)
23) WebCab Optimization for Delphi
24) WebCab Functions (J2EE Edition)
25) WebCab Portfolio for .NET
26) WebCab Portfolio (J2SE Edition)
WebCab Bonds for Delphi Reviews by Users
Total Reviews: 0
Total Points: 0
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