Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products.General Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
| Publisher: | WebCab Bonds for Del Software |
| Version: | 1.0 |
| Last Updated: | 2008-08-19 04:30:04 |
| License: | Free to try |
| OS/Platform: | Win95, Win98, WinME, WinXP, Windows2000 |
| File Size: | 11280 kb |
| Price: | $179 USD |