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WebCab Bonds (J2SE Edition) - current version at SoftEmpire.com. Bond, J2SE

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General Interest derivatives pricing API framework. And FRAs, Duration, Yield,..

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Company: WebCab Components


OS: Win98, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, Mac OS X


Description:

Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....



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