|
|
|
WebCab Functions for .NET v.2.0
by WebCab Components
|
Summary: .NET API offering refined numerical procedures to either construct a function of one or two variables from a set of points , or solve an equation of one variable. The interpolation procedures provided: Newton poly., Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients.
Commercial
$107
Status: Demo
Sources Not Available
|
Detailed Description
.NET Class Library 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 polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients. In order to solve an equation we provide the Van Wijngaarden-Dekker-Brent algorithm, interval bisection method, secant and false position, Newton-Raphson method and Ridders' method.
This suite includes the following features:
1) Interpolation Module: polynomial interpolation and extrapolation, coefficients of an interpolating polynomial, interpolation and extrapolation in two or more dimensions.
2) Equation Solver Module: Interval Method, Secant Method, Brent's Algorithm, Ridders' Method, Method of Regula Falsi, Method of Regula Falsi, Newton-Raphson Method, Fail-Safe Newton-Raphson Method.
Other Titles by this Publisher
WebCab Portfolio for .NET v.4.2
COM enabled .NET Component and XML Web service implementation offering the application of the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
WebCab Bonds for .NET v.1
General Interest derivatives pricing .NET Component: 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.
WebCab TA for .NET (Community Edition)
100% Free .NET API Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using this API with our included ADO mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS.
WebCab Options for .NET v.2.5
.NET Component and XML Web service for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.
WebCab Probability and Stat for .NET v.3.3
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression
WebCab Optimization for .NET v.2.6
.NET class library containing refined procedures for solving uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included.
Comments
There are no Comments for this Product
Leave a comment
Please comment only the product here. If you have technical problems or suggestions on our web site, please use contact form.
|