WebCab Components

WebCab Bonds J2SE Edition

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also 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. Download then "java -jar *.jar" at prompt....
WebCab Components :: bonds interest rate Java -jar JavaBeans Class Libraries J2SE JSP capital market markets :: WebCab Bonds (J2SE Edition)

WebCab Bonds for Delphi

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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. This product also has the following technology aspects: Extensive Client Examples (Delphi for .NET, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 & 2005, C++Builder, Office)...
WebCab Components :: bonds interest rate Delphi NET XML Web service Class Libraries C# VB NET capital market markets :: WebCab Bonds for Delphi

WebCab Bonds for NET

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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. This product also has the following technology aspects: Extensive Client Examples (C#, VB.NET, C++.NET,...) ADO Mediator Compatible Containers (VS 6, VS.NET, Office, C++Builder, Delphi)...
WebCab Components :: bonds interest rate NET XML Web service Class Libraries C# VB NET capital market markets :: WebCab Bonds for NET

WebCab Optimization for NET

Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET and COM Applications. Specialized Simplex Linear programming algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality (i.e. Lagrangian) or direct approach. ...
WebCab Components :: optimization linear programming NET XML Web service Class Libraries C# VB NET maxima minima local global :: WebCab Optimization for NET

WebCab Options and Futures for Delphi

3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models....
WebCab Components :: Delphi :: options futures NET XML Web service Class Libraries C# VB NET European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference :: WebCab Options and Futures for Delphi

WebCab Optimization J2EE Edition

Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients. ...
WebCab Components :: optimization linear programming EJB J2EE JSP Java maxima minima local global :: WebLogic WebSphere :: maximum :: minimum :: optimization problem/algorithm comb :: WebCab Optimization (J2EE Edition)

WebCab Options J2SE Edition

Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models....
WebCab Components :: options futures Java JavaBeans Class Libraries J2SE JSP European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference volatility :: WebCab Options (J2SE Edition)

WebCab Bonds J2EE Edition

EJB Suite offering 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....
WebCab Components :: bonds interest rate EJB J2EE JSP Java -jar capital market markets :: WebCab Bonds (J2EE Edition)

WebCab Functions for NET

Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Apps. Interpolate using Newton poly., Lagrange's formula, Burlisch-Stoer algorithm, Cubic/Bicubic splines (natural and free); Solve using Newton-Raphson, Bisection, Brent, secant and false position, Ridders' Method,......
WebCab Components :: interpolation extrapolation NET XML Web service Class Libraries C# VB NET Newton polynomials Lagrange's Burlisch-Stoer Cubic splines Bicubic :: WebCab Functions for NET

WebCab Options for NET

3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models....
WebCab Components :: options futures NET XML Web service Class Libraries C# VB NET European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference volatilit :: WebCab Options for NET

WebCab Portfolio for NET

3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML....
WebCab Components :: NET Component C# VB NET Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portf :: WebCab Portfolio for NET

WebCab Options J2EE Edition

EJB suite containing price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models....
WebCab Components :: options futures EJB J2EE :: J2EE Java European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference volatility WebLogic WebSphere JSP Ja :: WebCab Options (J2EE Edition)

WebCab Functions for Delphi

Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Apps. Interpolate using Newton poly., Lagrange's formula, Burlisch-Stoer algorithm, Cubic/Bicubic splines (natural and free); Solve using Newton-Raphson, Bisection, Brent, secant and false position, Ridders' Method,... Delphi 3-8 & 2005 support...
WebCab Components :: interpolation extrapolation Delphi NET XML Web service Class Libraries C# VB NET Newton polynomials Lagrange's Burlisch-Stoer Cubic splines Bicubic :: WebCab Functions for Delphi

WebCab Optimization J2SE Edition

Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients. ...
WebCab Components :: optimization linear programming Java JavaBeans Class Libraries J2SE JSP maxima minima local global :: WebCab Optimization (J2SE Edition)

WebCab Functions J2SE Edition

Java API Components offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients. ...
WebCab Components :: interpolation extrapolation Java JavaBeans Class Libraries J2SE JSP Newton polynomials Lagrange's Burlisch-Stoer Cubic splines Bicubic :: WebCab Functions (J2SE Edition)

WebCab Portfolio J2EE Edition

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML....
WebCab Components :: Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML :: WebCab Portfolio (J2EE Edition)

WebCab Portfolio J2SE Edition

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML....
WebCab Components :: Markowitz Theory Capital asset pricing model CAPM Optimal portfolio Performance interpolation Efficient Frontier Market Portfolio CML :: WebCab Portfolio (J2SE Edition)

WebCab Probability and Stat

Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression...
WebCab Components :: Java JavaBeans Class Libraries J2SE JSP :: Basic :: Statistics :: Discrete :: Probability :: Standard :: Probability :: Distributions :: Hypothesis :: Testing :: Correlat :: WebCab Probability and Stat

WebCab Probability and Stat for Delphi

Add Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression functionality to your .NET, COM, and XML Web service Applications. This product also has the following technology aspects: 3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,... Extensive Client Examples (Delphi, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 & 2005, C++Builder, Office)...
WebCab Components :: Delphi NET C# COM VB NET :: Basic :: Statistics :: Discrete :: Probability :: Standard :: Probability :: Distributions :: Hypothesis :: Testing :: Correlation :: Linear :: R :: WebCab Probability and Stat for Delphi

WebCab Portfolio for Delphi

3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML....
WebCab Components :: portfolio theory markowitz CAPM Delphi NET C# risk return Efficient frontier Indifference curves performance measures :: WebCab Portfolio for Delphi