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Financial J2SE Components
Portfolio v5.0 (J2SE Edition) |
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Apply Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and
construct the optimal portfolio with/without asset weight constraints
with respect to Markowitz Theory by giving the risk, return or investors utility
function; or with respect to CAPM by given the risk, return or Market Portfolio
weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods
including equation solve and interpolation procedures, analysis of Efficient Frontier,
Market Portfolio and CML.
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Options and Futures v3.1 (J2SE Edition) |
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Price 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. We also offer a flexible 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.
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Bonds v2.01 (J2SE Edition) |
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General Interest derivatives pricing framework: set contract, set
vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield,
Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
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Technical Analysis v1.1 (J2SE Edition) |
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Provides a collection of technical indicators which can be used in the
construction of technical trading systems. Moreover, by using these methods
with our DataBase mediator technology you will be able to iteratively apply
these indicators to historical data stored within a DBMS.
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Request Functionality: If the exact functionality you require is not available within our
components then please let us know by posting a functionality request
on our Support Forum
(no login required) and we will endeavor to incorporate the request within future releases.
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