Type: Commercial
Price $ 2899.00 / 1599.00


Purchase - Get it Now

File size: 60402 Kb
Date: 11/13/2006
Homepage
Install support: Install and Uninstall
OS: WinXP, WinNT 4.x, Windows2000, Windows2003
System requirements: Windows Operating System, 512MB RAM, 200MB HD space
Language: English

[Homepage] - by: CapeTools QuantTools - Download links for CapeTools QuantTools Developer


Click to enlarge

Description:
CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.

Over 120 categories of financial functions are supported :

Markets (Indexes, Calendar, FX objects)

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves)

Query Market Curves (Query curves objects within the Market Curves category)

Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)

Option Portfolios (40+ exotic option pricers. You can create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter)

Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors)

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears))

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT)

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books)

IR Risk (Interest rate yield curve/volatility risk)

Processes (Underlyer process objects for simulation)

Simulations (Conduct simulation given process objects)

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE)

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM))

Calibration (Calibrate interest rate models within the Models Category Group)

Statistics Category Group (Generate random numbers from over 12 distributions)

Technical Analysis (160 TA functions)

Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D))

FpML (Functions to read and query, via XPath, FpML documents)

Recent changes in this New Release:

Download: Download links for CapeTools QuantTools Developer Price $ 2899.00 / 1599.00 Purchase - Get it Now (Statistics)

1site WebSite creator software, easy but also fast & handy for the long time productivity... for the beginner and for the busy tech...   CDFrontEnd Create autorun CD menu, presentation, brochure, product catalog, DVD business card...   Video Editor Excellent video editor with all the tools you need for your video project....   HyperPublish Create web sites and CD / DVD catalogues; database CSV import, (sub)categories, and much more...

Remarks - Comments (Add a remark about this program)

	.	Software Categories Audio and Music Business and Finance Desktop Enhancements Desktop Themes Games Graphic Painting and Drawing Home and Education Internet and communication Multimedia and Productivity Screen savers Skins and Wallpapers Software Development Utilities and Hardware Web Browse software categories...	.