SearchAllSoft.com - WebCab Bonds for .NET 2

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: pose contract, pose vol / price / stake 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 livestock 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 manikin, Spot rate manikin with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forrader rate manikin, Brace-Gatarek-Musiela (BGM) LIBOR market manikin. Price Models: Constant price manikin, General deterministic price manikin, Lognormal price manikin, Poisson price manikin. Volatility Models: Constant Volatility Models, General Deterministic Volatility manikin, Hull & White Stochastic manikin of the Variance, Hoston Stochastic Volatility manikin. Monte Carlo Princing Engine: Evaluate price gauge accordance to numeral of iterations or maximum expected wrongdoing. Evaluate the measure deviation of the price gauge, and the minimum / maximum expected price for a given confidence grade. 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 6, VS.NET, Office 97 / 2000 / XP / 2003, C++Builder, Delphi 3-2005)