CapeTools QuantTools Developer Free Download
CapeTools QuantTools Developer
CapeTools QuantTools Developer Free Download.
CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.
Over 120 categories of financial functions are supported :Markets (Indexes, Calendar, FX objects) Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves) Query Market Curves (Query curves objects within the Market Curves category) Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured) Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter) Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors) IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears)) Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT) IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books) IR Risk (Interest rate yield curve / volatility risk) Processes (Underlyer process objects for simulation) Simulations (Conduct simulation given process objects) Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE) Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM)) Calibration (Calibrate interest rate models within the Models Category Group) Statistics Category Group (Generate random numbers from over 12 distributions) Technical Analysis (160 TA functions) Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D)) FpML (Functions to read and query, via XPath, FpML documents)
CapeTools QuantTools Developer keywords: credit derivatives, fixed income derivatives, bonds, foreign exchange, commodity derivatives, equity options, fx options, spreadsheet, credit default swaps, technical analysis
CapeTools QuantTools Developer
QuantTools Developer (c++, java, .NET, ActiveX) is a financial instrument modelling toolkits for the Windows platform; Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.
Visual Options Analyzer
Visual Stock Options Analyzer (VOptions) is a powerful analysis tool for development, testing, and application of stock and options strategies. VOptions allows you to test your strategies, and explore "what-if" scenarios with ease.
Configurable 2D simulator of mobile robots. Features a graphical interface where robots and objects are easily configured and a BASIC editor for simulation development.
Options Designer will allow you to analyze scenarios for investments on derivative contracts (futures and options). Define your portfolio, create a custom position diagram or plot a profit & loss graph and then export your results with ease.
An ActiveX DLL that calculates option price, risk sensitivities as well as implied volatility and implied strike on stocks, bonds, commodities, equiti