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WebCab Bonds (J2SE Edition) 1
Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity.... 2)
WebCab Functions (J2SE Edition) 2.0
This Java class library offers 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. 3)
WebCab Optimization (J2SE Edition) 2.6
Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. 4)
WebCab Options (J2SE Edition) 2.5
Java API for 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.
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