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Bridges the Gap between XML and Code (supports C#, Java, Silverlight, VB.Net, Visual Basic 6).
Generates a class library based on an XML Schema (XSD, XDR or DTD). The resulting library makes it simple to read and write XML documents programmatically. Drastically cuts the time spent developing and testing.
Because the class library is strongly typed you can also make use of intellisense, and the library forces compliance to the schema resulting in valid XML every time.
A well established product which has been continually enhanced over the last 4 years, backed up by an impressive customer list of blue chip companies, while still being cost effective for the single user, coupled with our unrivalled support.
So if your developing an application that uses XML, their really is only one sensible way to go.
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computer class management software
icon libraries
computer class software
component libraries
InstallShield Class
homepage generator
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Liquid XML Data Binder: http://www.liquid-technologies.com/downloads/XmlDataBinder/XmlStudio.exe
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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 bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
General Pricing Framework offers the following predefined Models and Contracts:
Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.
Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.
Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.
This product also has the following technology aspects:
3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)
WebCab Bonds for Delphi: http://www.webcabcomponents.com/delphi/demo/WebCabBondsDemoDelphiService.Msi
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