This software offers an all-in-one solution for pricing interest derivatives using COM, .NET, and XML web services. Users can set contracts and select from various models for volatility, pricing, and interest before running Monte Carlo simulations. Other capabilities include analysis of Treasury bonds, yield, zero curves, fixed-interest bonds, forward rates/FRAs, duration, and convexity.
If you're looking for a powerful and flexible pricing framework for interest derivatives, you might want to check out the General Pricing Framework. This software allows you to set contracts, volatility/price/interest models, and run MC simulations. With the General Pricing Framework, you can analyze a wide range of financial instruments, including treasury bonds, fixed-interest bonds, zero curves, and more.
One of the best things about the General Pricing Framework is its extensive predefined models and contracts. With contracts like Asian Option, Binary Option, Cap, Coupon Bond, and Vanilla Stock Option, you can quickly and easily analyze a variety of trades. Meanwhile, interest rate models like the One factor stochastic models, Two factor stochastic models, and Forward rate models allow you to simulate interest rates based on a range of scenarios. Finally, with volatility models like the Constant Volatility Model and the Hull & White Stochastic model of the Variance, you can better understand the risks associated with different instruments.
In addition to its powerful modeling capabilities, the General Pricing Framework comes with a Monte Carlo Pricing Engine that allows you to evaluate price estimates and calculate standard deviations. You can set the engine to run for a specific number of iterations, or you can let it run until it reaches a maximum expected error. Based on these calculations, you can determine the minimum and maximum expected price for a given confidence level.
Finally, the General Pricing Framework has a number of convenient technology aspects. It's built on a 3-in-1 platform that includes .NET, COM, and XML Web services, and it comes with extensive client examples in Delphi for .NET, C#, and VB.NET. It also includes an ADO Mediator that allows you to access and analyze data from different data sources, and it's compatible with a wide range of containers, including Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, and Office. All in all, the General Pricing Framework is a powerful and flexible tool for financial analysts and traders alike.
One of the best things about the General Pricing Framework is its extensive predefined models and contracts. With contracts like Asian Option, Binary Option, Cap, Coupon Bond, and Vanilla Stock Option, you can quickly and easily analyze a variety of trades. Meanwhile, interest rate models like the One factor stochastic models, Two factor stochastic models, and Forward rate models allow you to simulate interest rates based on a range of scenarios. Finally, with volatility models like the Constant Volatility Model and the Hull & White Stochastic model of the Variance, you can better understand the risks associated with different instruments.
In addition to its powerful modeling capabilities, the General Pricing Framework comes with a Monte Carlo Pricing Engine that allows you to evaluate price estimates and calculate standard deviations. You can set the engine to run for a specific number of iterations, or you can let it run until it reaches a maximum expected error. Based on these calculations, you can determine the minimum and maximum expected price for a given confidence level.
Finally, the General Pricing Framework has a number of convenient technology aspects. It's built on a 3-in-1 platform that includes .NET, COM, and XML Web services, and it comes with extensive client examples in Delphi for .NET, C#, and VB.NET. It also includes an ADO Mediator that allows you to access and analyze data from different data sources, and it's compatible with a wide range of containers, including Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, and Office. All in all, the General Pricing Framework is a powerful and flexible tool for financial analysts and traders alike.
What's New
Version 2: N/A