Download Online App Box . CREDIT DERIVATIVES, PARTIAL DERIVATIVES
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)

  

credit card transfers UK

fixed income derivatives

commodity derivatives

 

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CapeTools QuantTools Developer: http://www.quanttools.com/ct.images/downloads/CTQuantTools.v2.setup.exe

 

Partial Derivatives is a simple program that finds approximate numerical values for the 1st and 2nd order partial derivatives of a function at a given point. They are approximated using central difference formulas. You may predefine constants. Handles a wide variety of functions, including trigonometric and hyperbolic functions. Results can be saved or printed. Includes a help file with instructions, example and methodology. 

Partial Derivatives: http://www.numericalmathematics.com/downloads/partials.zip

Stereographer: http://www.numericalmathematics.com/downloads/stereo.zip

Produces stereoscopic graphs of mathematical functions. It also stereographs approximations to the 1st and 2nd order partial derivatives. Most people are able to view them without any paraphernalia. Stereographs are pairs of stereoscopic graphs that, when properly viewed, give a true three-dimensional effect. True depth perception is due to binocular vision, and the usual single view of a surface, space curve or scatter diagram is unable to provide it, but the Stereographer does provide this fascinating 3-D sensation. You can rotate and translate the surface or space curve, zoom in or out, pan, etc. 

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