Price Interest Derivatives in .NET/COM/WS App
3-in-1: COM,. NET and XML Web service Interest derivatives pricing framework: set agreement, set vol/price/interest models plus run MC. We furthermore cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest an actual, Forward rates/FRAs, Duration plus Convexity.
General Pricing Construction offers the following predetermined Models and Contracts:
Agreements: Asian Option, Binary Choice, Cap, Coupon Bond, Flooring, Forward Start stock choice, Lookback Option, Ladder Choice, Vanilla Swap, Vanilla Share Option, Zero Coupon Connection, Barrier Option, Parisian Choice, Parasian Option, Forward plus Future.
Interest Rate Versions: Constant Spot Rate, Regular (in time) Yield shape, One factor stochastic versions (Vasicek, Black-Derman-Toty (BDT), Ho and Lee, Hull plus White), Two factor stochastic models (Breman and Schwartz, Fong and Vasicek, Longstaff and Schwartz), Cox-Ingersoll-Ross Sense of balance model, Spot rate design with automatic yield (Ho and Lee, Hull plus White), Heath-Jarrow-Morton forward price model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
Price Versions: Constant price model, Common deterministic price model, Lognormal price model, Poisson cost model.
Volatility Models: Regular Volatility Models, General Deterministic Volatility model, Hull plus White Stochastic model associated with the Variance, Hoston Stochastic Volatility model.
Monte Carlo Princing Engine: Evaluate cost estimate accordance to amount of iterations or optimum expected error. Evaluate the particular standard deviation of the particular price estimate, and the particular minimum/maximum expected price regarding a given confidence degree.
The product also has the particular following technology aspects:
3-in-1:. NET, COM, and XML Web services - three or more DLLs, 3 API Documents,...
Extensive Client Examples (Delphi for. NET, C#, VB. NET)
ADO Schlichter
Suitable Containers (Delphi 3-8, Delphi 2005, C Builder, D BuilderX, Office)
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WebCab Bonds for Delphi
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