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WebCab Options and Futures for Delphi 2.5

 
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General Equity Derivatives Pricing Framework

Price option and Futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.

This product also has the following feature:

ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
ASP.NET Web Application Examples - We provide 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 - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply 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.

Platforms: Windows XP , Windows2000 , Windows 95 , Windows 98

System requirements: Borland Delphi for .NET

Price: $143.00

 
Added: 05 March, 2008 File size: 3.4 MB
Status: new Download times: 56 kb/s: 08 m 21 s
Program type: commercial   128 kb/s: 03 m 39 s
      512 kb/s: 55 s
Editor rating: Download now! All Software Of This Developer Software Home Page View Screenshot Buy Now Send Feedback / Report Broken Link
 
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FREE DOWNLOAD
Download WebCab Options and Futures for Delphi 2.5		 BUY NOW
Buy WebCab Options and Futures for Delphi 2.5

Tags: Options, Futures, Com, Xml, Web Service, Class Libraries, European, Asian, American, Lookback, Bermuda, Binary, Monte Carlo, Finite Difference, Volatility, Net, Vb Net

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