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WebCab Options and Futures Demo v2.5 (J2SE Edition) |
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| Packages | |
| webcab.lib.calendar | This package provides a general framework for the implementation of Business Calendars with respect different locations, such as London New York, Tokyo and so on. |
| webcab.lib.calendar.cities | This package contains implementations of particular business calendars for specific locations such as London, New York and Tokyo. |
| webcab.lib.finance.futures | Pricing and Hedging of Futures and Forward contracts on stocks, bonds, commodities and indexes. |
| webcab.lib.finance.futures.jdbc | Wrap the functionality provided by the Futures module with our JDBC mediator. |
| webcab.lib.finance.options | This module performs pricing and risk analysis (via greeks) of European and Binary Options. |
| webcab.lib.finance.options.exotic | Finite Differencing and Monte Carlo pricing techniques for pricing (Exotic) Equity Options contracts in accordance with the Black-Scholes model. |
| webcab.lib.finance.options.exotic.jdbc | Wrap the functionality provided by the Exotic Options module with our JDBC mediator. |
| webcab.lib.finance.options.jdbc | Wrap the functionality provided by the Options module with our JDBC mediator. |
| webcab.lib.finance.options.pricing | General Monte-Carlo pricing framework for a wide range of equity derivative contracts in accordance with a number of price, volatility and interest rate models. |
| webcab.lib.finance.options.pricing.jdbc | Wrap the functionality provided by the Equity Derivatives module with our JDBC mediator. |
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WebCab Options and Futures Demo v2.5 (J2SE Edition) |
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