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| CapeTools QuantTools Developer 2 |
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CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.
Over 120 categories of financial functions are supported :
Markets (Indexes, Calendar, FX objects)
Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves)
Query Market Curves (Query curves objects within the Market Curves category)
Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)
Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter)
Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors)
IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears))
Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT)
IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books)
IR Risk (Interest rate yield curve/volatility risk)
Processes (Underlyer process objects for simulation)
Simulations (Conduct simulation given process objects)
Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE)
Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM))
Calibration (Calibrate interest rate models within the Models Category Group)
Statistics Category Group (Generate random numbers from over 12 distributions)
Technical Analysis (160 TA functions)
Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D))
FpML (Functions to read and query, via XPath, FpML documents)
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| CapeTools QuantTools Developer related software |
| Title / Version / Description |
Size |
License |
Price |
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This product also contains the following... |
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| Option Trading Workbook 2 | 54.0 KB | Freeware | |  Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combined option greeks for the strategy. The... |
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| WebCab Bonds for .NET 2 | 5.5 MB | Shareware | $179 |  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, Floor, Forward Start stock option, Lookback... |
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| WebCab Bonds for Delphi 2 | 4.9 MB | Shareware | $179 |  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:
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| Advanced Grapher 2.11 | 1.1 MB | Shareware | $29.95 |  Powerful but easy-to-use graphing, curve fitting and calculating software. Graphs Cartesian (Y(x) and X(y)), polar and parametric functions, graphs of tables, equations (implicit functions), inequalities and slope fields. Up to 100 graphs in one window. Calculus features: regression analysis, obtaining zeroes and extrema of functions, intersections, derivatives, equations of tangents and normals, numerical integration, value tables,... |
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| WebCab Bonds (J2SE Edition) 1 | 7.8 MB | Shareware | $199 |  Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including 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, Fixed-Interest bonds, Duration and Convexity. Download then "java -jar *.jar" at prompt.
WebCab Bonds... |
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