Must have Developer Tools for WebCab Components

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory...

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....

Java API Components offering refined numerical procedures to either construct a function of one or two variables from a set of points (interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton polynomials,...

Add refined numerical procedures to either construct a function of one or two variables from a set of points (interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Apps. Interpolate using Newton poly., Lagrange's...

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...

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...

Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications. Specialized Simplex...

Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, and COM Applications. Specialized Simplex Linear programming...

Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol. models. Prices European, Asian, American, Lookback, Bermuda and Binary...

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...