Software related to libraries
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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....
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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. Delphi 3-8 & 2005 are suppo
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications.
Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included.
Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET, COM, and XML Web service Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included.
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.
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.
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.
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