Hitonic JAR-Starter launches JAR and JAD files in various J2SE (JDK/JRE) and J2ME (emulators) environments. The program integrates with Windows Explorer. There is a system of flexible settings with the automatic detection of J2SE and J2ME...
100% Free Java API providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to...
Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental...
Java API Components 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. The interpolation procedures provided include Newton...
Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex...
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression.
Statistics Module
The Statistics module incorporates evaluation procedures of...
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...
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...