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SSLBlackbox is a comprehensive collection of managed components that add client-side and server-side support for SSL / TLS family of protocols to your Windows and Linux applications.
SSLBlackbox includes complete SSL2, SSL3 and TLS 1.0/1.1 protocol support and supports full range of SSL / TLS and PKI features, such as
* synchronous and asynchronous operation modes;
* support for TLS extensions;
* no dependencies on third-party libraries (besides standard VCL library);
* 100% compatibility with all major SSL/TLS libraries and implementations, including most recent additions (AES and Camellia cipher suites);
* support for built-in and custom sockets for flexible connection management;
* support for Public Key Infrastructure (PKI, X.509 certificates, certificate requests and CRLs);
SSLBlackbox components are a clean-room implementation of all SSL / TLS protocol specifications, which don't use any third-party libraries for core functionality.
SSLBlackbox is compatible with all major SSL / TLS servers and clients on the market.
This is VCL edition, which can be used with Delphi 4-7, Delphi 2005-2009, C++Builder 2007 and 2009, Kylix 3, FreePascal.
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SMInternet delphi component
play Mahjong Holidays 2005
recovering wab files
component diagram
Delphi PDF
2005 Express
barcode component
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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)
SSLBlackbox (VCL): http://www.eldos.com/files/sbb/secbboxeval.zip
WebCab Bonds for Delphi: http://www.webcabcomponents.com/delphi/demo/WebCabBondsDemoDelphiService.Msi |
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