Financial / Other (VB Class Libraries & Static Link Libraries)

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. WebCab Bonds for Delphi allows the pricing and risk analytics of interest rate cash and derivative products. Also covered: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. The topics of Fixed-Interest bonds are also convered.

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for Delphi impliments the General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.

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 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. WebCab Portfolio for Delphi also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

COM, .NET and XML Web service providing 25+ technical indicators which can be used in the construction of technical trading systems. WebCab TA for Delphi (Community Edition) used in conjunction with WebCab's ADO mediator will enable you to iteratively apply these indicators to historical data stored within a DBMS.