WebCab Components

WebCab Bonds J2SE Edition

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 of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. Download then "java -jar *.jar" at prompt....
WebCab Components :: bonds interest rate Java -jar JavaBeans Class Libraries J2SE JSP capital market markets :: WebCab Bonds (J2SE Edition)

WebCab Bonds for Delphi

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. This product also has the following technology aspects: Extensive Client Examples (Delphi for .NET, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 & 2005, C++Builder, Office)...
WebCab Components :: bonds interest rate Delphi NET XML Web service Class Libraries C# VB NET capital market markets :: WebCab Bonds for Delphi

WebCab Bonds for NET

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. This product also has the following technology aspects: Extensive Client Examples (C#, VB.NET, C++.NET,...) ADO Mediator Compatible Containers (VS 6, VS.NET, Office, C++Builder, Delphi)...
WebCab Components :: bonds interest rate NET XML Web service Class Libraries C# VB NET capital market markets :: WebCab Bonds for NET

WebCab Optimization for NET

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 algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality (i.e. Lagrangian) or direct approach. ...
WebCab Components :: optimization linear programming NET XML Web service Class Libraries C# VB NET maxima minima local global :: WebCab Optimization for NET

WebCab Options and Futures for Delphi

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....
WebCab Components :: Delphi :: options futures NET XML Web service Class Libraries C# VB NET European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference :: WebCab Options and Futures for Delphi

WebCab Optimization J2EE Edition

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 and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients. ...
WebCab Components :: optimization linear programming EJB J2EE JSP Java maxima minima local global :: WebLogic WebSphere :: maximum :: minimum :: optimization problem/algorithm comb :: WebCab Optimization (J2EE Edition)