CapeTools QuantTools Developer

download home page
developer:CapeTools QuantTools
license:Commercial
version:2
size in Kb:60,402
price:$2899
 
platform: Windows, Windows XP
downloads:31
our rating: n/a
popularity:
661/2141490
link error:Report
CapeTools QuantTools Developer

Rate me

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)


More Downloads Related to CapeTools QuantTools Developer

Bonds - Technical Analysis - Foreign Exchange - Credit Derivatives - Fixed Income Derivatives

SetupBuilder Deploying any kind of software application is one of the most complex tasks you face as a developer. It's difficult to prepare an application correctly for installation on every possible system configuration and provide deployment options. SetupBuilder 6 attempts to help you do it all. ...

CyberInstaller Suite CyberInstaller Suite is a packetization and installation software, oriented to every kind of developer. Thus, it can be applied to any language or development environment (.Net, C++, C#, Delphi, Java, PHP, Visual Basic, etc.) and can be used either by the occasional programmer (free version), ...

License Terms Builder The Generator has been developed for the smaller software developer to take the pain out of writing ao software license. The free version comes with a click thru license that you can use at the point at which customers download either a full product or ...

Altova MissionKit for SW Architects The Altova MissionKit 2007 for Enterprise Software Architects bundles Altova?s full line of intelligent application development, data management, and modeling tools at 50% off their regular prices. It is ideal for programmers and developers needing UML software architecture and database query and design capabilities in ...

Altova MissionKit for XML Developers Save half off the price of the world's leading XML developer tools! The Altova MissionKit 2007 for Enterprise XML Developers is a comprehensive XML toolset that delivers the highest functionality and the best product value. It includes Enterprise Editions of Altova XMLSpy, MapForce, and StyleVision, ...

Altova Enterprise XML Suite Save half off the price of the five leading XML developer tools! The Altova Enterprise XML Suite 2006 is a comprehensive XML development toolset that delivers the highest functionality and the best product value. It includes Enterprise Editions of XMLSpy, MapForce, StyleVision, and SchemaAgent, plus ...

II_AddIn1 II_AddIn1 is the "No. One" Add-In for Microsoft Developer Studio, Visual C++ and Java edition. It displays function definitions or selected lines containing keywords in a separate window and jumps to the selected line. You can define individual colors per keyword and toggle the output ...

UML State Machine Wizard Just like Visual C++ ClassWizard, UML State Machine Wizard provides a UML state machine programming mechanism in portable standard C for embedded systems developing and simulating in Visual C++ developer studio. It can model embedded systems with the State Charts or the State Tree without ...

KLone Embedded Web Server KLone, an open-source (GPL) Embedded Web Server.A fully-featured, multiplatform, web application development framework,targeted especially for embedded systems and appliances.It is a self-contained solution which includes a web server and an SDK for creating stand-alone WWW sites with both static and dynamic content.It blends the HTTP/S ...

LeoFiles Pad enabled archive for software, shareware, freeware. Search and/or submit your own in variety categories like: Audio and Multimedia, Business, Communications, Desktop, Development, Education, Games and Entertainment, Graphic Applications, Home and Hobby, Network and Internet, Security and Privacy, Servers, System Utilities, Web Development. General submission ...

COMMMUNICATE! DELUXE Turn your PC into a powerful multi-tasking communications manager. COMMUNICATE! DELUXE provides multi-line support for voice and fax messaging as well as providing video motion detection and notification, video/audio e-mail, a comprehensive message center that allows you to create a customer specific communications history and ...

CapeTools QuantTools XL CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains 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 ...


Latest Downloads from CapeTools QuantTools Developer publisher CapeTools QuantTools

CapeTools QuantTools XL CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives. Over 120 categories of financial functions...

New software

Popular software

Current software picks