WebCab Bonds 4.2 review

WebCab Bonds is a set of java components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC.

License: Demo OS: Mac OS X File size: 10631K Developer: WebCab Components Buy Now Price: $199.00 Updated: 24 May 2006

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WebCab Bonds is a set of java components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including 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, Fixed-Interest bonds, Duration and Convexity.

Here are some key features of "WebCab Bonds":
Fundamental Theory of Bonds
Pricing and Yield - Constructing the Zero Rate Curve - Forward Rates and FRAs - Duration and Convexity
Yield of Fixed-Interest Bonds on Interest payment dates
Interest Calculations.

Requirements:
An Operating System running Java.