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WebCab Components
WebCab is a privately owned British company that has built business solutions since its inception in 1999. We continue to refine and develop our J2EE Applications, J2SE Components,
Delphi Components and .NET Services within the mathematical and financial arena using our extensive in-house expertise and experience within the academic, investment banking and software development worlds.
Publisher's Products
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 Functions for .NET v.2.0
.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.
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.
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