WebCab Components

WebCab Bonds is a software framework designed for pricing general interest derivatives. It provides a reliable tool for traders to value bonds and assess risk.

This software provides a comprehensive interest derivatives pricing framework by covering set contracts, models for vol/price/interest, as well as running Monte Carlo simulations. It supports COM, .NET, and XML web services and features Treasury management, yield pricing, zero curves, fixed-interest bonds, and more.

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.

A Java API offers pricing and risk analytics for interest rate cash and derivatives with a focus on bonds, including treasury bonds, yield/pricing, zero curves, forward rates/FRAs, duration, and convexity.

The EJB Suite software provides a comprehensive framework for pricing general interest derivatives. It allows users to set contract and vol/price/interest models and run Monte Carlo simulations. Additionally, the software can analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity, and other financial instruments.

A free software offers 25+ technical indicators in COM, .NET and XML Web service for creating technical trading systems. With JDBC mediator, you can apply these indicators iteratively to a DBMS.

Java class library with numerical procedures for constructing functions of one or two variables and solving equations of one variable.

The EJB Suite software provides advanced numerical procedures to interpolate data or solve equations involving one or two variables, offering high precision solutions.