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WebCab Options and Futures for .NET 3.0
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps
Last updated:
January 3, 2009
Publisher:
WebCab Components
Download NowWebCab Options and Futures...
- OS: Windows - 7.44MB
- Licence: Demo, $143.00 to buy
- Date Added: October 5, 2004
- Release status: Major Update
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WebCab Options and Futures for .NET 3.0 Description:
3-in1: .NET, COM and XML Web service Components for pricing 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 Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
| Software OS: | Win95,Win98,Windows2000,WinXP,Windows2003 |
| Setup Filename: | WebCabOptionsDemoNETService.zip |
| System Requirements: | .NET Framework v1.x |
WebCab Options and Futures for .NET 3.0 Tags:
volatility finite difference monte carlo binary bermuda lookback american asian european vb net class libraries web service xml com net futures options 
WebCab Options and Futures for .NET 3.0 Full Description:
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-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 (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi).
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 (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi).
WebCab Options and Futures for .NET 3.0 Related Downloads:
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| WebCab Options (J2SE Edition) 2.5 General Equity derivatives pricing framework. |
| WebCab Bonds for .NET 2 Price Interest derivatives in .NET, COM and XML Web service Applications |
| WebCab Bonds for Delphi 2 Interest Derivative Pricing for .NET/Win32/Web Service Applications. |
| WebCab Bonds (J2SE Edition) 1 General Interest derivatives pricing API framework. And FRAs, Duration, Yield,.. |
| WebCab Optimization for .NET 2.6 Add optimization & L.P. solver to .NET, COM and Web service Applications. |
| WebCab Bonds (J2EE Edition) 2 EJB Suite for Interest derivatives pricing, FRAs, Duration, Yield. |
| WebCab Functions for .NET 2.0 Interpolate functions and solve equations in your .NET, COM, Web Service Apps |
 | Manco.Chart for Compact Framework 5.0.0.0 Manco.Chart for CF is the solution to add charts to the .NET CF apps. |
 | CapeTools QuantTools Developer 2 CapeTools QuantTools contains a suite of financial instrument modeling toolkits |
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