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.... Read More...
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. Read More...
$199.00 - WebCab Components
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML. Read More...
$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. Read More...
This Java class library offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable.
Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included.
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression
