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Derivative Software

bonds software

WebCab Bonds (J2SE Edition) by WebCab Components

Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....

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option pricing software

Option Trading Workbook by Option Trading Tips

Option pricing spreadsheet that calculates the theoretical price and all of the Option Greeks for European Call and Put options. The spreadsheet also allows the user to enter up to 10 option legs for option strategy combination pricing.

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graph software

Advanced Grapher by Alentum Software, Inc.

Graphing, curve fitting and calculating software. Graphs Cartesian, polar and parametric functions, graphs of tables, implicit functions and inequalities. Calculus features: regression analysis, derivatives, tangents, normals and more.

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bonds software

WebCab Bonds for .NET by WebCab Components

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity

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options software

WebCab Options and Futures for Delphi by WebCab Components

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.

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options software

WebCab Options for .NET by WebCab Components

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.

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bonds software

WebCab Bonds for Delphi by WebCab Components

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity

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