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 WebCab Options and Futures for Delphi v. 3.0 |
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| 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-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 |
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| Author's other listings: |
WebCab Bonds (J2EE Edition) 2
WebCab Bonds (J2SE Edition) 1
WebCab Bonds for .NET 2
WebCab Bonds for Delphi 2
WebCab Functions (J2EE Edition) 2.0
WebCab Functions (J2SE Edition) 2.0
WebCab Functions for .NET 2.0
WebCab Functions for Delphi 2.0
WebCab Optimization (J2EE Edition) 2.6
WebCab Optimization (J2SE Edition) 2.6
WebCab Optimization for .NET 2.6
WebCab Optimization for Delphi 2.6
WebCab Options (J2EE Edition) 2.5
WebCab Options (J2SE Edition) 2.5
WebCab Options and Futures for .NET 3.0
WebCab Portfolio (J2EE Edition) 4.2
WebCab Portfolio (J2SE Edition) 4.2
WebCab Portfolio for .NET 4.2
WebCab Portfolio for Delphi 4.2
WebCab Probability and Stat for .NET 3.3
WebCab Probability and Statistics (J2EE Ed.) 3.3
WebCab Probability and Statistics (J2SE Ed.) 3.3
WebCab Probability and Statistics for Delphi 3.3
WebCab TA (J2EE Community Edition) 1
WebCab TA (J2SE Community Edition) 1
WebCab TA for .NET (Community Edition) 1
WebCab TA for Delphi (Community Edition) 1
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