WebCab Bonds for Delphi

Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products. 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.

Platform Windows 95/98/ME

Operating Systems Windows 95/98/ME,Windows NT/2000,Windows XP

Date added 11 Oct 2004

Last Updated 24 Jan 2011

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WebCab Components Limited

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