WebCab Bonds is a set of java components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products.

We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Fixed-Interest bonds, Duration and Convexity.

Here are some key features of "WebCab Bonds":

· Fundamental Theory of Bonds
· Pricing and Yield - Constructing the Zero Rate Curve - Forward Rates and FRAs - Duration and Convexity
· Yield of Fixed-Interest Bonds on Interest payment dates
· Interest Calculations.


Requirements:

· An Operating System running Java.