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: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.
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 & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.
Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.
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
Software related to WebCab Options and Futures for Delphi
WebCab Options and Futures for .NET 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.
WebCab Options (J2SE Edition) Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.
WebCab Options (J2EE Edition) EJB suite including price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.
dmanat Forex , commodities and Stock Reversal and Extreme Points Calculator
forex,stock,futures.options,commodities,currency,euro,dollar,yen,forcast,signal,prediction
FuturesTrac 2.1 FUTURESTRAC trading software takes the challenge out of tracking the different trading times, schedules, and contract months of the most actively traded U.S. futures and futures options markets. Quickly display essential trading information for any number of derivatives contracts using Fast Graphic technology, set alerts, access exchange links, customize settings, and easily adjust countdown timers and trading schedules to any world time zone.
FuturesTrac FUTURESTRAC takes the challenge out of following the different trading times, schedules, contract months and price movements of the most actively traded U.S. derivatives markets using an easy to understand visual format and intuitive program design.
MisSpel For Delphi Finally, delphi developers have a relibale way to eliminate embarrassing spelling errors in thier applications.
MetaTrader The trading terminal for Forex, Futures & CFD. At your service: an advanced charting, a flexible control system of trading activity, an extensive set of technical indicators, own programming language and an opportunity of automatic trading.
DownloaderXL Pack 5.9.98 Powerful stock quotes downloading software for Microsoft Excel. DownloaderXL package includes the following products: DownloaderXL, RTQuotesXL, OptionsXL and PortfolioXL. DownloaderXL downloads free historical stock, index and mutual fund data into Microsoft Excel spreadsheets from Yahoo Finance. Historical data goes back at least 15 years and is available for exchanges of USA, Canada, UK, Germany, France, Italy, Australia, New Zealand, and more
DownloaderXL Trading and stock quotes downloading software for Microsoft Excel. You can download historical end-of-day and real time quotes into spreadsheets. Portfolio, stock options, stock charts, intraday.
