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WebCab Options and Futures

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Categories:	Miscellaneous
Author:	WebCab Components
Latest version:	3.1
Description:	Prices a broad range of option and futures contracts using a range of price/vol/interest rate models. Includes in addition to the general pricing framework a detailed Black-Scholes-Merton Model API (including Greeks and implied volatility) for European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Also offers an implementation of a binomial and trinomial trees based pricing engine for the evaluation of employee options in accordance within the Enhanced FASB 123 model and a module allowing the evaluation of the Value-at-Risk (VaR) of an investment portfolio in accordance with the Linear model.
Added:	2006-12-05
Attributes:	[BuiltForJava] [Library]

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