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 theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Fixed-Interest bonds, Duration and Convexity. Download then java -jar *.jar at prompt.
| Publisher: | WebCab Bonds (J2SE E Software |
| Version: | 1.0 |
| Last Updated: | 2008-10-02 16:20:12 |
| License: | Free to try |
| OS/Platform: | Win95, Win98, WinME, WinXP, Windows2000 |
| File Size: | 10632 kb |
| Price: | $199 USD |