J2se Software

General Interest derivatives pricing API framework. And FRAs, Duration, Yield,..
100% Free 25+ technical indicators,DBMS tools
Editor's Pick Award
General Pricing Java API Framework.
Editor's Pick Award
Statistics and Probability
Editor's Pick Award
JSP bean  for General Pricing Framework.
Editor's Pick Award
Free - WebCab Components

100% Free Java API providing a collection of 25+ technical indicators for the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to a DBMS.



$199.00 - WebCab Components

Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....



$199.00 - WebCab Components

Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression



$159.00 - WebCab Components

Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models.



 
Java API for solving optimization problems.

WebCab Optimization (J2SE Edition)
$199.00 - WebCab Components

Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.



 
Markowitz Theory and CAPM: Optimal portfolio

WebCab Portfolio (J2SE Edition)
$199.00 - WebCab Components

Apply the 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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.



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