Choose Your Language: International US DE ES FR
Hello Guest Login Here or

WebCab Options and Futures for Delphi 3.1

Author's Description

WebCab Options and Futures for Delphi - Price Equity Derivatives in .NET/COM/WS Apps

3-in-1: .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, Black-Derman-Toty (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

WebCab Options and Futures for Delphi 3.1 is licensed as Demo for the Windows operating system / platform. WebCab Options and Futures for Delphi is provided as a free to try download for all software users (Demo).

User Reviews (0)

No reviews yet, be the first to add a review and we'll give you some extra points.
Download Notice
WebCab Options and Futures for Delphi is periodically updated by FileCluster but you may encounter situations when the software informations are slightly out-of-date, the developer can modify this product without notifying us. Version [3.1] is currently the latest updated version of the software.

Any form of support or software problems will be addressd directly to its developers, WebCab Components. Please be aware that we do NOT provide WebCab Options and Futures for Delphi cracks, serial numbers, registration codes or any forms of pirated software downloads.
Related Software
OlyKit Dhananjay Expert Advisors 1.0
OlyKit Dhananjay Expert Advisors
1 / 361
OlyKit Accura Expert Advisor Trial 1.0
OlyKit Accura Expert Advisor - 6 Months Trial
1 / 394
WebCab TA (J2EE Community Edition) 1
100% Free 25+ technical indicators,DBMS tools
1 / 203
Forex Tester 2.8.4
Learn Forex trading with a market simulator
3 / 406
OptionsXL Pro 1.0.1
Solution for options data download to Excel
1 / 177
FuturesCalc 1.3
Futures and options calculator software.
1 / 984
Trend Day Finder 1.04
Locates and analyzes trend days.
2 / 232
Followup Secretary 12172006
Generates dates for sales follow up emails
1 / 404
Due Diligence Tookit 2.0
Fight scams and make great profits online.
1 / 815
ProTrader PocketPC Station 26.12.2007
Your professional tool for mobile trading.
1 / 223