Tuesday, February 9, 2010
WebCab Bonds for Delphi 1.0
WebCab Bonds for Delphi 1.0 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.
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