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WebCab Bonds for .NET

Model the pricing and risk analytics of interest rate cash and derivative products.

Published by WebCab
Distributed by ComponentSource since 2004

WebCab Bonds for .NET

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.

WebCab Bonds 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...
One software license is required per machine. Run-time royalty free.
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Component Type
  • .NET Class
  • .NET Web Service
  • 100% Managed Code
  • ActiveX DLL