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