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Built for .NET
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Free or free version available
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Built for Mono
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Built for .NET 2
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Source code provided
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Sold as a service
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Library
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Built for the Compact Framework
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Discontinued
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| Categories: |
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| Author: |
WebCab Components |
| Latest version: |
5.0 |
| Description: |
.NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Utility Functionality included:
- Interpolation: cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier.
- SolveFrontier: solve the Efficient Frontier with respect to the risk, return, or the investors utility function.
- MaxRange: maximum range of the constrained Efficient Frontier
- AssetParameters: evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
- Performance Evaluation: offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).
This product also has the following technology aspects:
- 3-in-1, .NET, COM, and XML Web services: three DLLs, three API docs, three sets of client examples all in one product.
- ADO Mediator: the ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of WebCab's .NET components with the ADO.NET database connectivity model.
- Compatible Containers: Visual Studio 6, VS.NET, Office, C++Builder, Delphi. |
| Added: |
2005-04-04 |
| Updated: |
2006-12-05 |
| Attributes: |
 [BuiltForDotNet]  [Library] |
Home Page
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| Author: |
KineticaRT |
| Description: |
Rapid Application Development tool for building GUIs and systems for industrial control, monitoring, test and data acquisition.
Features include:
- Server components with connectivity options; Logic components; Display components with live update
- Data capture from OPC servers and other data sources; Data output to OPC servers and other destinations
- Data processing using expressions, filters, etc.
- Data display on GUI controls such as dials, digitals, trends, bars; Data input from GUI controls such as digitals, sliders, buttons
- Drag and drop connection of data source to GUI controls
- Event and threshold handling
- Sequencing using C# or VB.NET
For complex systems, including sequencing of tests and control sequences, software can be added to your application using C# or VB.NET. KineticaRT Studio can compile and execute both these languages without requiring any extra development software even on the target systems thus allowing end users to modify test sequences if required. The full facilities of these languages are available.
Software may also be developed using standard software development applications such as Visual Studio .NET and then linked in to your KineticaRT Studio application.
It is also possible to take an application written using Visual Studio .NET and embed KineticaRT Studio features into that application. |
| Added: |
2005-02-08 |
| Attributes: |
[BuiltForDotNet] |
Home Page
| Categories: |
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| Latest version: |
3.4.3 |
| Description: |
Parsing system that you can use to develop your own programming languages, scripting languages and interpreters.
The GOLD Parser strives to be a development tool that can be used with numerous programming languages and on multiple platforms.
Unlike common compiler-compilers, the GOLD Parser does not require you to embed your source code directly into the grammar. Instead, the application analyzes the grammar and then saves the parse tables to a separate file. This file can be subsequently loaded by the actual parser engine and used.
Since the parse tables are programming language independent, the parser engine can be, and has been, implemented in different programming languages. As a result, the GOLD Parser supports multiple programming languages.
Supported languages include: ANSI C, C#, C++, Delphi, Java, Python, Visual Basic 6, Visual Basic .NET, and wxWidgets. |
| Added: |
2005-03-15 |
| Updated: |
2007-05-21 |
| Attributes: |
[BuiltForDotNet]  [FreeVersionAvailable] |
Home Page
| Categories: |
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| Author: |
WebCab Components |
| Latest version: |
3.1 |
| Description: |
3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques.
Features include:
- General Monte Carlo pricing framework: range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models.
- Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.
- Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
- Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
- Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.
- Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.
This product also has the following technology aspects:
- 3-in-1, .NET, COM, and XML Web services: three DLLs, three API docs, three sets of client examples (C#, VB, C++,..) all in one product.
- ADO Mediator: assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of WebCab's .NET components with the ADO.NET database connectivity model.
- Compatible Containers: Visual Studio 6, VS.NET, Office, C++Builder, Delphi. |
| Added: |
2005-04-11 |
| Updated: |
2006-12-05 |
| Attributes: |
[BuiltForDotNet] [Library] |
Home Page
| Categories: |
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| Author: |
WebCab Components |
| Latest version: |
2.01 |
| Description: |
3-in-1: COM, .NET and XML Web service interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. Also covers: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
General Pricing Framework offers the following predefined Models and Contracts:
- Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.
- Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models, Two factor stochastic models, Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield, Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
- Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
- Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochas | | |