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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, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (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: 3-in-1: .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 3-8, Delphi 2005, C++Builder
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Featured Listings Portfolio MonitoringWebCab Options (J2SE Edition) SpiralTrader.com Browser WebCab Portfolio (J2SE Edition) Amateur Invest MetaTrader CE WebCab TA (J2EE Community Edition) Money Management Explorer Basic Bookkeeping (BBK) is designed for business owners and individuals who need to spend their time running their business instead of learning to be accountants. The single-entry accounting method used by BBK is very easy to use and understand. Download Now! One-way MP3 to OGG converting at high converting speed! Main Features: - converting in one click! - high speed; - setting resulting format options; - automatic source deleting; - drag and drop support; - skin support; - editor of tags. Download Now! Activities and Priorities (AAP) shows what is the most important now to keep your life balanced and successful. AAP balances equally and vitally important things like work, health, relationships, main life goals. Download Now! |
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