About Site Map Submit Contact Us Log in | Create an account
Create an account Log In
Average Rating
User Rating:
Visitors Rating:
My rating:

Write review
See full specifications

windows default iconCapeTools QuantTools Developer Publisher's description

CapeTools QuantTools contains a suite of financial instrument modeling toolkits

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)

System Requirements:

Windows Operating System, 512MB RAM, 200MB HD space
Program Release Status: New Release
Program Install Support: Install and Uninstall

Is CapeTools QuantTools Developer your software?

Manage your software

Most Popular

windows default icon WinAVR 20100110
WinAVR is a suite of executable, open source software development tools for the Atmel AVR series of RISC... Read more
windows default icon SQL-Front
SQL-Front MySQL GUI for database changes, data editing, SQL queries and more
windows default icon xVideo 1.2.1
xVideo is a Directshow wrapper that will help it’s users create multimedia applicationsIt’s
windows default icon Red Gate's .NET Reflector
Explore, browse, and analyze .NET assemblies

Related Category

» Active X (462)
» C & C++ & C# (244)
» Debugging (132)
» Delphi (191)
» Help Tools (211)
» Install & Setup (161)
» Other (1286)
» Source Editors (201)