
WebCab Components Software


WebCab Options for .NET
3in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.
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, BlackDermanToty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), CoxIngersollRoss Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), HeathJarrowMorton forward rate model, BraceGatarekMusiela (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:
3in1: .NET, COM, and XML Web services  3 DLLs, 3 API Docs,...
Extensive Client Examples (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi). This is a commercial listed under finance category.
Keywords: options futures net com xml service class libraries vbnet european asian american lookback bermuda binary monte carlo finite down time


WebCab Functions for .NET
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The interpolation procedures provided include Newton polynomials, Lagrange's formula, BurlischStoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients. In order to solve an equation we provide the Van WijngaardenDekkerBrent algorithm, interval bisection method, secant and false position, NewtonRaphson method and Ridders' method.
This product also has the following technology aspects:
3in1: .NET, COM, and XML Web services  Three DLLs, Three API Docs, Three Sets of Client Examples all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
Extensive Client Examples  Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
ADO Mediator  The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
Compatible Containers  Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C#.NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3  2005, Office 97/2000/XP/2003.
ASP.NET Web Application Examples  We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
ASP.NET Examples with Synthetic ADO.NET  we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This business software is listed under math.
Keywords: interpolation extrapolation net com xml service class libraries vbnet cnet newton polynomials lagranges burlischstoer cubic splines bicubic interpolate functions solve equations game servers


WebCab Bonds for Delphi
3in1: 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, FixedInterest 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, BlackDermanToty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), CoxIngersollRoss Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), HeathJarrowMorton forward rate model, BraceGatarekMusiela (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:
3in1: .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 38, Delphi 2005, C++Builder, C++BuilderX, Office). This is a commercial listed under finance category.
Keywords: bonds interest rate delphi net com xml service class libraries dephi delphinet vbnet capital market markets derivative pricing win32 applications personal interface


WebCab Functions for Delphi
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The interpolation procedures provided include Newton polynomials, Lagrange's formula, BurlischStoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients. In order to solve an equation we provide the Van WijngaardenDekkerBrent algorithm, interval bisection method, secant and false position, NewtonRaphson method and Ridders' method.
This product also has the following technology aspects:
3in1: .NET, COM, and XML Web services  Three DLLs, Three API Docs, Three Sets of Client Examples all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
Extensive Client Examples  Multiple client examples including Delphi for .NET, C#, VB.NET for
.NET Components and XML Web services.
ADO Mediator  The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
Compatible Containers  Delphi 3 8, Delphi 2005, Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Office 97/2000/XP/2003.
ASP.NET Web Application Examples  We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
ASP.NET Examples with Synthetic ADO.NET  we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. math commercial listed in math section.
Keywords: interpolation extrapolation delphi net com xml service class libraries vbnet newton polynomials lagranges burlischstoer cubic splines bicubic interpolate functions solve equations mail settings


WebCab TA for Delphi (Community Edition)
100% Free COM, .NET and XML Web service providing 25+ technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS. Within this Component we have implemented the following functionality: Technical Indicators Moving Averages  Simple, Median, Geometric Moving Averages, Linearly Weighted Moving Average (LWMA), Exponentially Weighted Moving Average (EWMA), Variable Moving Average (VMA) Directional Movement Indicator (DMI) and Average Directional Movement Indicator (ADX)  Directional Movement (PDM, MDM), True Range (TR), DMI Trading System, Directional Indicators (DX, ADX) Accumulation/Distribution  Accumulation/Distribution Indicator, Chaikin Oscillator, Chaikin Money Flow (CMF) Trend or Range?  Aroon Up/Down, Aroon Oscillator Market Strength  Balance of Power (BOP) Oscillators  Money Flow Index (MFI), Momentum, Rate of Change (ROC) Bollinger Bands  Upper and Lower Bollinger Bands Mean Reversion  Commodity Channel Index (CCI) Stochastics  (fast and slow) Filters  Typical and Median price This product also has the following technology aspects: 3in1: .NET, COM, and XML Web services  Three DLLs, Three API Docs, Three Sets of Client Examples. Offering a 1st class .NET, COM, and XML Web service product implementation. Extensive Client Examples  .NET (Delphi, C#, VB.NET), COM and XML Web services (C#, VB.NET) ADO Mediator  The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model. Compatible Containers  Delphi 38, Delphi 2005, Borland's C++ Builder, Office 97/2000/XP/2003 ASP.NET Web Application Examples ASP.NET Examples with Synthetic ADO.NET. financial freeware listed in financial section.
Keywords: trading systems technical analysis delphi net xml service class libraries vbnet finance 100 com 25 indicators standalone windows application


WebCab Options and Futures for Delphi
3in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.
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, BlackDermanToty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), CoxIngersollRoss Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), HeathJarrowMorton forward rate model, BraceGatarekMusiela (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:
3in1: .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 38, Delphi 2005, C++Builder. finance commercial listed in finance section.
Keywords: options futures net com xml service class libraries vbnet european asian american lookback bermuda binary monte carlo finite golfers


WebCab Optimization for .NET
Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET and COM Applications. Specialized Simplex Linear programming algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality or direct approach.
This suite includes the following features:
Local UniDimensional 18 Distinct Algorithms involving different Location and Bracketing Algorithms. Bracketing: Acceleration, Parabolic extrapolation; Locate: Parabolic interpolation,
Linear, Brent, Cubic interpolation.
Global UniDimensional  Accurate high level algorithms for continuous and derivable object functions.
Local MultiDimensional  General Functions: Downhill simplex method of Nelder and Mead, Powell's method, Derivable functions: Steepest descent, FletcherReeves, PolakRiviere, FletcherPowell, BroydenFletcherGoldfarbShanno
Global Multidimensional  Simulated annealing technique applied to local algorithm.
Constrained optimization  Linear: Rosen's gradient projection algorithm
Linear programming  Simplex algorithm, Duality, Sensitivity Analysis
This product also has the following technology aspects:
2in1: .NET and COM  Two DLLs, Two API Docs, Two sets of Client Examples all in 1 product. Offering a 1st class .NET and COM product implementation.
Extensive Client Examples  Multiple client examples including C# , VB.NET and C++.NET examples
Compatible Containers  Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C# .NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3  2005, Office 97/2000/XP/2003. WebCab Optimization for .NET license is commercial and it is listed in math software.
Keywords: optimization linear programming net com class libraries cnet vbnet maxima minima local global add liner solver applications educational video


Page 1 out of 4
1
2
3
4

Copyright © 20032012 FilesLand.com

