SearchAllSoft.com - WebCab Bonds for Delphi 2

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: laid contract, laid vol / price / pastime 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 sprout 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 example, Spot rate example with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forrad rate example, Brace-Gatarek-Musiela (BGM) LIBOR market example. Price Models: Constant price example, General deterministic price example, Lognormal price example, Poisson price example. Volatility Models: Constant Volatility Models, General Deterministic Volatility example, Hull & White Stochastic example of the Variance, Hoston Stochastic Volatility example. Monte Carlo Princing Engine: Evaluate price estimation accordance to routine of iterations or maximum expected wrongdoing. Evaluate the received deviation of the price estimation, and the minimum / maximum expected price for a given confidence plane. 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, C++BuilderX, Office)