# WebCab Options and Futures for Delphi WebCab Components

City: BN15 9HW Lancing

Country:United Kingdom

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WebCab TA for Delphi (Community Edition) 1

100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS.

WebCab TA for .NET (Community Edition) 1

100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS.

WebCab Options (J2EE Edition) 3.1

EJB suite including 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.

WebCab Optimization (J2EE Edition) 2.6

EJB collection 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.

WebCab Functions (J2SE Edition) 2.0

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.

WebCab Probability and Stat (J2EE Ed.) 3.6

EJB Suite offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression

WebCab Probability and Stat for .NET 3.6

Add Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression functionality to your .NET, COM, and XML Web service Applications.

WebCab Optimization (J2SE Edition) 2.6

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.

WebCab Optimization for .NET 2.6

Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET, COM, and XML Web service Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included.

WebCab Optimization for Delphi 2.6

Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET and COM Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included.

Add 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; to your .NET, COM and XML Web service Applications.

WebCab Probability and Stat (J2SE Ed.) 3.6

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

WebCab Functions for Delphi 2.0

Add 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; to your .NET, COM and XML Web service Applications. Delphi 3-8 & 2005 are supported

WebCab Functions (J2EE Edition) 2.0

This EJB Suite 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.

WebCab Options and Futures for .NET 3.0

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.

WebCab Options (J2SE Edition) 3.1

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.

.NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.

3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury`s, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity

EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity.

WebCab Portfolio (J2EE Edition) 5.0

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.