WebCab Options and Futures for .NET - Add our Equity derivatives pricing framework to COM, .NET and Web service 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 (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi)
Limitations: 50 Uses Trial
TAGS: futures, .NET, COM, XML, Web service, C#, VB.NET, American, Binary

WebCab Options and Futures for .NET 3.0 is 100% clean
This download (WebCabOptionsDemoNETService.zip) was tested thoroughly and was found 100% clean. Click "Report Spyware" link on the top if you found this software contains any form of malware, including but not limited to: spyware, viruses, trojans and backdoors.

 

1. WebCab Options and Futures for Delphi 3.1 - Add our Equity derivatives pricing framework to COM, .NET and Web service Apps.
2. WebCab Options (J2SE Edition) 3.1 - General Equity derivatives pricing framework.
3. WebCab Portfolio for Delphi 5.0 - Add Markowitz Theory and CAPM to your .NET/COM/XML Web service Applications
4. WebCab Portfolio (J2EE Edition) 5.0 - Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
5. WebCab Portfolio (J2SE Edition) 5.0 - Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
6. WebCab Bonds for Delphi 2 - Interest Derivative Pricing for .NET/Win32/Web Service Applications.
7. WebCab Bonds (J2EE Edition) 2 - EJB Suite for Interest derivatives pricing, FRAs, Duration, Yield.
8. WebCab Bonds (J2SE Edition) 1 - General Interest derivatives pricing API framework. And FRAs, Duration, Yield,..
9. WebCab TA for Delphi (Community Edition) 1 - 100% Free COM, .NET and Web service 25+ technical indicators for trading systems
10. WebCab TA (J2EE Community Edition) 1 - 100% Free 25+ technical indicators for your trading systems. JDBC/DBMS Tools