WebCab Bonds (J2SE Edition)

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.

Platform Windows 95/98/ME

Operating Systems Windows 95/98/ME,Windows NT/2000,Linux,Other Desktop,Windows XP,OS X - Macintosh

Date added 11 Oct 2004

Last Updated 24 Jan 2011

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WebCab Components Limited

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