WebCab Bonds for .NET 2
by WebCab Components
|
Product ID : |
11767-7
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| Category : |
Business & Finance
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| Publisher : |
WebCab Components |
| Price : |
$ 179 USD ( See price in EUR ) |
| Current Rating : |
( Average rating:
4.1
) |
| New Rating : |
Description :
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 bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
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 amp; Lee, Hull and White , Two factor stochastic models Breman |
Keyword: bonds, interest rate, COM, .NET, XML, Web service, Class Libraries, C#, VB.NET, C++, capital market, markets,
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