WebCab Options for .NET

개요 | 가격 및 라이센스 | 평가판과 다운로드 | 호환성 | 개발처 정보 | 리뷰 | 지원 포럼 | 요약

주의 : 별도의 안내가 없는 경우에는 영어제품 입니다.
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.

일반 적인 소비자 가격은 하기에 표시되어 있습니다. 고객님의 할인가격은 표시 하시려면 로그인 해주시기 바랍니다.

WebCab Options for .NET V2.5

가격에는 ComponentSource의 기술지원 요금이 포함되어 있습니다. 또한 다운로드 판매를 하고 있는 상품의 대부분은 온라인 백업요금이 포함되어 있어서 구입날로부터 30일 이내에 새로운 버전이 발매된 경우 무료로 업그레이드해 드리고 있습니다.  모든 주문에 대해서 당사표준 계약조건 및 반품조건 의 내용이 적용됩니다. 다음의 경우,고객 서비스로연락하시기 바랍니다. (상기의 리스트에 게재되지 않은 대량의 라이센스나 구 버전 등의 라이센스 옵션이 필요한 경우)

일반 적인 소비자 가격은 상기에 표시되어 있습니다. 고객님의 할인가격은 표시 하시려면 로그인 해주시기 바랍니다.

WebCab Options and Future implements the following functionality:

General Interest Derivatives Pricing Framework
General Pricing Framework offers the following predefined Models and Contracts:

• Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future
• Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model
• Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model
• Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model

Once the contract and the price/interest/vol model combination has been set you able to run the Monte Carlo Princing Engine which allows:

• Evaluate Price: Evaluate price estimate accordance to number of iterations or maximum expected error
• Estimate Error: Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level

Exotic Options Module
The Exotic Options module implements the following methods and procedures:

• Types of Options - Within this module it is shown explicitly how-to and offer practical advice on the valuation of Asian, American (single and multi-asset), Lookback, Bermuda, European (single and multi asset) and binary options using the Monty Carlo and Finite Difference techniques
• Finite Difference Methods - powerful method for finding solutions of the Black-Scholes Equations
  • Single Asset Options - An explicit and fully implicit algorithms including a framework in which to measure stability issues under differing scenarios
  • Crank-Nicholson - is a fast and stable method for evaluating single asset option contracts
  • Multi-Asset - Implement a general multidimensional finite-difference algorithm
  • American, Bermuda Options Modification - Apply the `Successive Over-relaxation' technique in order to value American and Bermuda options
  • Asian and Lookback - examples of how strongly path dependent options can be evaluated using Finite Difference methods is given
• Monte Carlo - can be effectively applied to value a large range of option contracts
  • Flow implementation - including generation of normal variables and the simulation of the random walk and corresponding cash flows ensures that the implementation of this technique can be applied to value almost any option contract
  • Options on many underlying assets - Generate correlation random variable using Cholesky factorization in order to value options contract of European type which depend on many underlying assets
  • Control Structure - the user has full control over the number of simulations and/or the required precision

Options Module
The Options module offers the following functionality:

• European and Binary Options - The (Analytic) Black-Scholes model is fully implemented for European and Binary Options on stocks, currencies and indexes
• `The Greeks' - Methods for the evaluation of `the Greeks' (delta, gamma, rho, theta, vega) for European options on stocks, indexes and currencies according to the Black-Scholes model
• Volatility Estimates - the volatility may to estimated directly from historical values or from one of the following models:
  • ARCH - Autoregressive Conditional Heteroscedasticity model
  • EWMA - Exponentially Weighted Moving Average model
  • GARCH(1,1) - Generalized Autoregressive Heteroscedasticity model
• Implied Volatility - Calculates the implied volatility for dividend and non-dividend paying stocks from the Black-Scholes formulae
• Payoff Functions - Pay off functions at expiry for European and Binary Options are implemented
• Put - Call Parity relations
  • Put - call parity relations for European options on an asset with no yield or a continuous yield
  • Put - call parity relations for Binary options on an asset with no yield
  • Implied risk-free interest - the implied risk free interest rate is calculated when either the prices of put/call European or put/pull Binary option is known
• Trading Strategies - the following pay-off functions for the following option trading strategies are implemented
  • Spread Option Strategies - Bull Spreads, Bear Spreads and Butterfly Spreads
  • Combination Option Strategies - Straddles and Strangles

Futures Module
The Futures module implements the following methods and procedures:

• Pricing on investment and consumption assets - Pricing of futures contracts on stocks, bonds, indexes, currencies and commodities
  • Futures on stocks, bonds, indexes - evaluation for assets with or without income, effective gearing
  • Futures on commodities - cost of carry, utility yield
• Hedging - Portfolio hedging using index futures, optimal hedge ratio
  • Portfolio Hedging - delta hedge a portfolio using the beta coefficient
  • Optimal Hedge Ratio - the optimal ratio of the size of the position taken in futures contracts and the size of the exposure
• Future Account management - margin, daily P&L, total equity, excess margin
• Interest calculations - return, compound interest, compounding periods conversion

The Risk Management functionality included within this Component:

• Delta Limit Monitoring - For a portfolio (which may include Futures, Options, etc) the delta limit can be assigned and checked
• Scenario Analysis - Allows for an asset or portfolio to be stressed and for the resulting behavior to be analyzed. Methods which stress the asset in any one or two of the underlying market variables

Technology Aspects
This product also has the following technology aspects:

• 3-in-1: .NET, COM, and XML Web services - Three DLLs, Three API Docs, Three Sets of Client Example all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation
• Extensive Client Examples - Multiple client examples including .NET (C Sharp, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
• ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of the .NET components with the ADO.NET Database Connectivity model.
• Compatible Containers - Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C#.NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3 - 2005, Office XP/2003
• ASP.NET Web Application Examples - An ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service
• ASP.NET Examples with Synthetic ADO.NET - An ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. Applying a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C# to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment