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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:
Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floo
Keywords: bonds, interest rate, Delphi, .NET, COM, XML, Web service, Class Libraries Dephi, Delphi.NET, VB.NET, capital market, markets
Recent Changes: Not Established
Install Support: Install and Uninstall
Supported Languages: English
Additional Requirements: .NET Framework v1.x
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