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Brief Description: Price Interest Derivative in .NET/COM/WS Apps
Full Description: 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 bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
General Pricing Framework offers the following predefined Models and Contracts:
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 (C#, VB, C++,...)
ADO Mediator
Compatible Containers (VS 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005)
File Name: WebCabBondsDemoNETService.Msi
Program Release Status: Major Update
Supported OS (Operating Systems): Win98, WinNT 4.x, Windows2000, WinXP, Windows2003
Additional Categories: Finance
Available Langugage(s): English
System Requirements: .NET Framework v1.x
Category Class: Business::Investment Tools
File Size (MB): 5
Keywords: bonds, interest rate, COM, .NET, XML, Web service, Class Libraries,
C#, VB.NET, C++, capital market, markets Webcbbondsfor.net
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