.: CapeTools QuantTools Developer 2

   CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.

Over 120 categories of financial functions are supported :

Markets (Indexes, Calendar, FX objects)

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves)

Query Market Curves (Query curves objects within the Market Curves category)

Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)

Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter)

Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors)

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears))

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT)

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books)

IR Risk (Interest rate yield curve/volatility risk)

Processes (Underlyer process objects for simulation)

Simulations (Conduct simulation given process objects)

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE)

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM))

Calibration (Calibrate interest rate models within the Models Category Group)

Statistics Category Group (Generate random numbers from over 12 distributions)

Technical Analysis (160 TA functions)

Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D))

FpML (Functions to read and query, via XPath, FpML documents)

	Download Now
.: Top C & C++ / Software Development programs  1)   Collection of C++ Examples 6.0 Collection of C++Builder Examples with source code  2)   WinDriver USB Device 8.11  3)   Custom Print Preview in C++ Example 2.1 Custom Print Preview in C++ Example  4)   Power Render 6 Power Render is a general purpose game development API for C++  5)   C-Free 3.5 An excellent Integrated Development Environment(IDE) for C/C++ language.  6)   WinDriver 8.11  7)   Game Editor 1.3.9 Game Editor makes creating games quick and simple. .: New C & C++ / Software Development programs  1)   Notebook Vista FAT Files Recovery 3.1.0.5 Notebook windows FAT data recovery software retrieves all important data files  2)   Mobile Phone Inspection Tool 2.0.1.5 Mobile phone inspection tool provides SIM and cell phone complete information  3)   GEODLL32 (English) 10.20 DLL with geodesic functions for2D and 3D coordinate transformations and more.  4)   Text & Image Overlay Directshow Filter 1.0 Text & Image Overlay Filter is a powerful transform filter  5)   Quick Time Source Directshow Filter 2.0 Quick Time Source Filter is a powerful source filter that allows playback mov  6)   iPod Encoder Directshow Filter 1.0 ipod encoder m4v for directshow application  7)   FLV Directshow Pro Source Filter 1.0 FLV Directshow source filte allows playback FLV Flash Video.

2007-2008 (c) Copyright Fast-Download.info - Privacy Policy - Report Page