SearchAllSoft.com - WebCab Options and Futures for .NET 3.0

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: broad range of contracts, price, stake and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a count of vol, price, volatility and range models. General Pricing Framework offers the following predefined Models and Contracts: Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start breed 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 modelling, Spot range modelling with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton advancing range modelling, Brace-Gatarek-Musiela (BGM) LIBOR market modelling. Price Models: Constant price modelling, General deterministic price modelling, Lognormal price modelling, Poisson price modelling. Volatility Models: Constant Volatility Models, General Deterministic Volatility modelling, Hull & White Stochastic modelling of the Variance, Hoston Stochastic Volatility modelling. Monte Carlo Princing Engine: Evaluate price estimation accordance to count of iterations or maximum expected mistake. Evaluate the touchstone deviation of the price estimation, and the minimum / maximum expected price for a given confidence rase. 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, VS.NET, Office, C++Builder, Delphi)