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.

Version 1
7.95 MB
Cost: $199.00
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Supported Operating Systems:
Win98
WinNT 4.x
Windows2000
WinXP
Windows2003
Unix
Linux
Mac OS X
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WebCab Bonds (J2SE Edition) Product Homepage Software Developer WebCab Components
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