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WebCab Options (J2EE Edition)
by WebCab Components
EJB suite including price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.
options futures ejb j2ee ejb suite implementing general equity derivatives pricing framework
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WebCab Options (J2SE Edition)
by WebCab Components
Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.
options futures java javabeans class libraries j2se jsp european asian american lookback bermuda binary monte carlo finite difference volatility general equity derivatives pricing framework
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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.
options futures net com xml web service class libraries vb-net european asian american lookback bermuda binary monte carlo finite difference volatility add our equity derivatives
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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
bonds interest rate delphi net com xml web service class libraries dephi delphi-net vb-net capital market markets interest derivative pricing net win32 web service applications
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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.
options futures net com xml web service class libraries vb-net european asian american lookback bermuda binary monte carlo finite difference volatility add our equity derivatives
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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
bonds interest rate com net xml web service class libraries vb-net c capital market markets general interest derivatives pricing net com xml web service apps
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