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General Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
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Interest Derivative pricing framework,yield/price, duration/convexity, FRA,...)
Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products. General Monte-Carlo Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also includes: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration,Convexity, market conventions,...
This product also has the following feature:
ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
ASP.NET Web Application Examples - We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
ASP.NET Examples with Synthetic ADO.NET - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C#to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment.
bonds software and interest bonds software and rate interest software and delphi rate software
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