三位一:COM、.NET和XML Web服务利息衍生工具定价框架:设置合同、设置 vol/价格/利息模型并运行 MC。我们还涵盖:国债、价格/收益率、零曲线、固定利率债券、远期利率/FRA、期限和凸价。 一般定价框架提供以下预定义的模型和合同: 合约: 亚洲期权, 二元期权, 上限, 息票债券, 地板, 远期开始股票期权, 回溯期权, 梯子期权, 香草掉期, 香草股票期权, 零息债券, 障碍期权, 巴黎期权, 帕拉西亚期权, 远期和未来. 利率模型:恒定现货利率、恒定(时间)收益率曲线、一个因子随机模型(瓦西切克、黑德曼-托蒂(BDT)、Ho & 李,赫尔和怀特),双因素随机模型(布雷曼和施瓦茨,方和瓦西切克,朗斯塔夫和施瓦茨),考克斯-英格索尔-罗斯均衡模型,现货率模型与自动收益率(何和李,赫尔和怀特),希思-贾罗-莫顿远期率模型,布雷斯-加塔雷克-穆西拉(BGM)LIBOR市场模型。 价格模型:恒定价格模型、一般确定性价格模型、日志正常价格模型、泊松价格模型。 波动性模型:恒定波动性模型、一般确定性波动性模型、波动的赫尔和白色随机模型、主机随机波动模型。 蒙特卡罗普林引擎:根据迭代次数或最大预期误差评估价格估计。评估价格估计的标准偏差,以及给定置信水平的最低/最大预期价格。 本产品还具有以下技术方面: 3 in-1:.NET、COM 和 XML Web 服务 - 3 个 DLL、3 个 API 文档,... 广泛的客户端示例(德尔福表示 .NET、C#、VB.NET) ADO 调解员 兼容容器(德尔福 3-8,德尔福 2005,C++,C++BuilderX,办公室)
版本历史记录
- 版本 2 发布于 2004-11-11
软件信息
- 软件分类: 业务 > 投资工具
- 发布者: WebCab Components
- 许可: 免费试用
- 价格: $179.00
- 版本: 2
- 适用平台: windows
终端用户许可协议
WebCab Bonds for Delphi Developer License PLEASE READ THIS AGREEMENT CAREFULLY BEFORE USING THE COMPONENT. WEBCAB WILL ONLY GRANT A LICENSE FOR THIS COMPONENT IF YOU FIRST ACCEPT THE TERMS OF THIS AGREEMENT. In this license the vendor, WebCab Components is referred to as WebCab. This Delphi Component is licensed on a per developer basis. A developer may use a license on several machines as long as they are not used concurrently nor used by another developer. This is the license agreement for one developer of the Bonds herein referred to as the "Component". WebCab grants you a nonexclusive license for the Delphi Component. If WebCab grants you multiple licenses for the component, the terms of this Agreement apply to each license. In particular, a 4 developer team license is equivalent to four single developer licenses. The term "Component" means the Delphi Software with all of its features and capabilities as described in the product description. This component consists of machine-readable instructions, audio/visual content (such as images, text, recordings, or pictures), and related licensed materials. The Component is owned by WebCab, and is copyrighted and licensed, not sold. Use of the Full Version 1) Only one developer may use a license at any one time, except as otherwise stated in this section. You agree to ensure that anyone who uses the component (accessed either locally or remotely) does so only for your authorized use and complies with the terms of this Agreement. 2) You may merge the Component into another program. You must reproduce the copyright notice and any other marks of ownership on each copy, or partial copy, of the Program. You may modify the Program so as to solve problems related to the use of the component or to allow the program to work together with other products. 3) You may make a copy of the component for backup purposes. Charges for the Component 4) WebCab requires payment for the component based upon the number of developers who will use this component. The number of times the component is called by clients is not limited by the license agreement. This component is run-time royalty free. Payment must be made to the party (either WebCab or its reseller) from whom you acquired the component. 5) All maintenance updates (including service packs) will be distributed free of additional license cost. The License is fully transferable 6) You may transfer all your rights and obligations under a license for a Program to another party. 7) To transfer such rights and obligations, you must transfer a copy of this Agreement, the License Information, all other documentation (including proof of entitlement), and at least one complete, unaltered copy of the Program to the other party. Your license is then terminated. 8) A Program which WebCab licenses in multiples of two or more may be transferred in packs of one, two or more user licenses. Limitations on copying or disassembling licensed software 9) User may not take any steps, such as altering, decompiling, disassembling, reverse assembling, or reverse compiling, to derive the source code equivalent of the Licensed Program. Limitations on purposes of use; prohibition of commercial use of licensed materials 10) Under no circumstances may a Permitted User store any parts of the Component for the purposes of resale, redistribution. 11) The user may not sub-license, rent or lease the Component. 12) The Licensee may not use, copy, merge or transfer the Component except as provided for in this Agreement. 13) Any copyright notices or disclaimers included within the component or any accompanying screen displays may not be removed, obscured or modified in any way. Limited Warranty 14) WebCab warrants that the component herein will perform substantially in accordance with the accompanying written material. WebCab does not warrant uninterrupted or error-free operation of a Component. 15) The warranty period for the Component expires sixty days after the purchase. 16) For the unmodified part of the component during the warranty period WebCab will provide without charge after sales services including fixing bugs, compatibility issues and other technical support. 17) The licensee''s only remedy shall be, at WebCab''s option, replacement of the Component version or a full refund of the purchase price. This Limited Warranty is void if failure of the product has resulted from accident, abuse, or misapplication. NO OTHER WARRANTIES. WEBCAB DISCLAIMS ALL OTHER WARRANTIES, EITHER EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE, WITH RESPECT TO THE SOFTWARE AND THE ACCOMPANYING WRITTEN MATERIALS. THIS LIMITED WARRANTY GIVES YOU SPECIFIC LEGAL RIGHTS. YOU MAY HAVE OTHERS, WHICH VARY FROM STATE TO STATE. NO LIABILITY FOR CONSEQUENTIAL DAMAGES. IN NO EVENT SHALL WEBCAB OR ITS SUPPLIERS BE LIABLE FOR ANY DAMAGES WHATSOEVER (INCLUDING, WITHOUT LIMITATION, DAMAGES FOR LOSS OF BUSINESS PROFITS, BUSINESS INTERRUPTION, LOSS OF BUSINESS INFORMATION, OR OTHER PECUNIARY LOSS) ARISING OUT OF THE USE OF OR INABILITY TO USE THIS WEBCAB PRODUCT, EVEN IF WEBCAB HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. BECAUSE SOME STATES DO NOT ALLOW THE EXCLUSION OR LIMITATION OF LIABILITY FOR CONSEQUENTIAL OR INCIDENTAL DAMAGES, THE ABOVE LIMITATION MAY NOT APPLY TO YOU. Force Majeure 18) Neither party shall be liable in damages or have the right to terminate this Agreement for any delay or default in performing hereunder if such delay or default is caused by conditions beyond its control including, but not limited to Acts of God, Government restrictions (including the denial or cancellation of any export or other necessary license), wars, insurrections and/or any other cause beyond the reasonable control of the party whose performance is affected. Consequences of Unauthorized Use 19) Licensee shall promptly notify WebCab of any infringements of copyrights or any unauthorized use of the component in print or digital form of which they become aware. Licensee shall cooperate with WebCab in any investigation of such infringements or unauthorized uses. WebCab shall have the sole right, at its expense, to bring any action on account of such infringements or unauthorized uses provided that WebCab will not bring an action against any Authorized user without first consulting with Licensee. Licensee shall cooperate with WebCab in any such action, in such manner as WebCab may reasonably request and at WebCab''s expense. In the event of any infringement or unauthorized use by an Authorized User, Licensee shall take all reasonable steps to cause such Authorized user to cease such activity and to prevent any recurrence thereof. In addition, WebCab may terminate the Authorized User''s single license agreement.