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Overview:

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also 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.

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Format:SoftwareSize:9,582 KB
Date:Dec 2005Version:1
License:Free to tryPrice:$199.00
Platform:Windows
System Req:Windows 98/NT/2000/XP/2003 Server, An Operating System running Java

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