All software products from WebCab Components:
WebCab Portfolio for Delphi 4.2
Delphi add-in Component and XML Web service implementation offering the application of the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect t...
WebCab Portfolio (J2EE Edition) 4.2
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 w...
WebCab TA (J2EE Community Edition) 1.0
100% Free EJB Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicat...
WebCab TA for Delphi (Community Edition) 1.0
100% Free Delphi Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these indic...
WebCab TA (J2SE Community Edition) 1.0
100% Free Java API providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators t...
WebCab TA for .NET (Community Edition) 1.0
100% Free .NET API Component providing a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our ADO mediator you will be able to iteratively apply these ind...
WebCab Probability and Stat for Delphi 3.3
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression for your Delphi Applications. Statistics Module The Statistics module incorporates evalua...
WebCab Bonds for Delphi 1
Delphi Component for modeling the pricing and risk analytics of interest rate cash and derivative products. General Monte-Carlo Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also includes: Treasury...
WebCab Probability and Stat (J2EE Ed.) 3.3
EJB Suite offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression. Statistics Module The Statistics module incorporates evaluation procedures of ...
WebCab Bonds (J2EE Edition) 1.0
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of...
WebCab Probability and Stat (J2SE Ed.) 3.3
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression. Statistics Module The Statistics module incorporates evaluation procedures of standard q...
WebCab Bonds (J2SE Edition) 1.0
Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental ...
WebCab Probability and Stat for .NET 3.3
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression. Statistics Module The Statistics module incorporates evaluation procedures of standard q...
WebCab Bonds for .NET 1
General Interest derivatives pricing framework implemented as a .NET Component and XML Web service: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We als...
WebCab Optimization for Delphi 2.6
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 Al...
WebCab Options for Delphi 2.5
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. Prices European, Asian, American, Lookback, Bermuda and Binary Options ...
WebCab Optimization (J2EE Edition) 2.6
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 Al...
WebCab Options (J2EE Edition) 2.5
EJB Suite for pricing equity option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Berm...
WebCab Optimization (J2SE Edition) 2.6
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 Al...
WebCab Options (J2SE Edition) 2.5
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. Prices European, Asian, American, Lookback, Bermuda and Binary Options ...
WebCab Optimization for .NET 2.6
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 Al...
WebCab Options for .NET 2.5
.NET Component and XML Web service for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, Americ...
WebCab Functions for Delphi 2.0
Delphi Component offering 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. The interpolation procedures provided include Newton poly...
WebCab Functions (J2EE Edition) 2.0
EJB Component Suite offering 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. The interpolation procedures provided include Newton p...
WebCab Functions (J2SE Edition) 2.0
Java API Components offering 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. The interpolation procedures provided include Newton p...
WebCab Functions for .NET 2.0
.NET Class Library offering 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. The interpolation procedures provided include Newton po...
WebCab Portfolio for .NET 4.2
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 w...
WebCab Portfolio (J2SE Edition) 4.2
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 w...
