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)
NZ stock market
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, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
This product also contains the following features:
* GUI Bundle - we bundle a suite of graphical user interface JavaBean components (with 1, 2, 4 or site-wide license) allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications
* EAR Files - we provide individual customized EAR files for the most widely used application servers including IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion 1.5.2/1.6.0, Borland AppServer 5.0, Sybase EAServer 3.6 and JBoss 2.4.4/3.0.0
* Self-Deploy - the relevant servers EAR file will be self-deployed onto supported local application servers during the installation of the self-install package. The supported application servers include IBM WebSphere 4.0/5.0, BEA WebLogic 6.1/7.0, Oracle 9iAS, Borland AppServer 5.0, Ironflare Orion 1.5.2/1.6.0 and JBoss 2.4.4/3.0.0
CapeTools QuantTools Developer: http://www.quanttools.com/ct.images/downloads/CTQuantTools.v2.setup.exe
WebCab Options (J2EE Edition): http://www.webcabcomponents.com/demo/OptionsJ2EEDemo.jar
Powerful technical analysis and data downloading software for Microsoft Excel. AnalyzerXL Package includes the following products: AnalyzerXL, DownloaderXL, BulkQuotesXL, RTQuotesXL, OptionsXL and PortfolioXL.
AnalyzerXL is a library of 165 technical analysis functions, indicators and experts. You can automatically build charts for functions with numeric outputs, create and manage macros. Wizard greatly simplifies the procedure of calculation and improves the speed of building trading systems. AnalyzerXL’s integration with Excel provides broad opportunities. With knowledge of VBA, traders can easily develop custom indicators and experts in a fraction of the time.
DownloaderXL downloads free historical stock, index and mutual fund data into Microsoft Excel spreadsheets from Yahoo Finance. Historical data goes back at least 15 years and is available for exchanges of USA, Canada, UK, Germany, France, Italy, Australia, New Zealand, India and more countries. DownloaderXL easily builds charts.
BulkQuotesXL downloads free historical end-of-day data for stocks, indexes and mutual funds from Yahoo Finance and free historical end-of-day data for financial futures, commodity futures and indexes from Pifin. It enables you to quickly construct and manage powerful, multi-tickered analytical projects. You can choose several templates to download data and export it to the world-known formats, build charts and execute your own macros. Technical analysis functions can be automatically calculated.
RTQuotesXL downloads free 15-minutes delayed and fee-based real-time quotes for stocks, indexes, options, mutual funds and other securities from Yahoo Finance. Data is available for more than 50 markets worldwide. RTQuotesXL can be used for real-time charting, real-time technical analysis and monitoring current market situation.
OptionsXL is an option chains and LEAPS series downloader for Microsoft Excel.
PortfolioXL is a portfolio tracking add-in for Microsoft Excel.