EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. WebCab Bonds (J2EE Edition) allows the pricing and risk analytics of interest rate cash and derivative products. Also covered: 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.
EJB Suite 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. WebCab Functions (J2EE Edition) includes interpolation procedures such as Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for finding the interpolation functions coefficients.
EJB collection containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. WebCab Optimization includes Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included.
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. WebCab Portfolio also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Interactive animated server-generated and client based charts and maps. WebCharts3D is a 100% Java data visualization package that provides general purpose and specialized 2- and 3-dimensional charts, gauges, and maps of the world, regions and leading industrial countries. The product can deliver them as animated interactive server-generated images in multiple formats (Flash, SVG, PDF, PNG, JPEG, TIFF, WBMP, GIF, VML, Canvas) or be included as a part of Swing or SWT based applications.
Interactive animated server-generated and client based charts and maps. WebCharts3D is a 100% Java data visualization package that provides general purpose and specialized 2- and 3-dimensional charts, gauges, and maps of the world, regions and leading industrial countries. The product can deliver them as animated interactive server-generated images in multiple formats (Flash, SVG, PDF, PNG, JPEG, TIFF, WBMP, GIF, VML, Canvas) or be included as a part of Swing or SWT based applications.