WebCab Bonds for Delphi Free Download

Version: 2   (version history)
Date: January 28, 2005

Free To Try

OS: Win 98/NT/2000/XP
Rating: Not rated
Popularity: Popularity 0/10
Author: WebCab Components

Download Sites:

WebCab Bonds for Delphi Description

WebCab Bonds for Delphi Free Download.

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 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 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-Toty (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, C++BuilderX, Office)

WebCab Bonds for Delphi keywords: bonds, interest, rate, delphi, xml, service, class, libraries, dephi, capital, market, markets

More Downloads

  • FinExotics XL

    Excel Add-in with over 40 different exotic option models divided into seven categories: Asian, binary, barrier, currency translated, lookback, multiple asset, and multiple exercise. Templates and documentation accompany the software.

  • CapeTools QuantTools XL

    QuantTools XL (Excel Addin) is a financial instrument modelling toolkit for Microsoft Excel. Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.

  • Joyland Casino

    Joyland Casino is designed to pass on the majestic and prestigious experience of a land based casino. This game features 58 card games, slot machine simulations, video and table games ALL in ONE package. Best of all - it's ALL FREE!

  • Sorbfil TLC Videodensitometer

    The Sorbfil TLC Videodensitometer is intended for quantitative evaluation in Thin-Layer Chromatography (TLC).

  • Surety Bonds

    Surety Bonds - Shamrock Bonding Services Insurance Brokerage, Inc. is an Independent Surety Broker providing Personal Service, Unparalleled Surety Bond Consultation, and Useful Technology Integration.