Financial / Visual Studio .NET (Tools & Add-ins, Controls & Components)

Build fully-integrated solutions for retrieving live financial data from banks, credit card and investment companies. E-Banking Integrator is a suite of components for Open Financial Exchange (OFX) client integration. It facilitates the process of retrieving financial data from bank, credit card, and investment company accounts. The components fully encapsulate the OFX protocol and security logic, and provide an easy to use interface for accessing financial transaction information. /n software E-Banking Integrator is Compatible with Visual Studio 2005/2008/2010 and includes Visual Basic .NET (VB.NET) and C# samples.

Model the pricing and risk analytics of interest rate cash and derivative products. Bonds for .NET covers the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. Also covered are the topics of Fixed-Interest bonds and interest based calculations. 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. Also covers: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.

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.

Offers quantitative and risk management techniques for a wide range of option and futures contracts. Apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included.

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 Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for .NET implements the General Monte Carlo pricing framework: wide range of contracts, price, interest and volume models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of volume, 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 .NET also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

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 (.NET Community Edition) used in conjunction with the included ADO mediator will enable you to iteratively apply these indicators to historical data stored within a DBMS.

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.