WebCab Options and Futures
v3.1
(J2SE Edition)

Packages
webcab.lib.calendar This package provides a general framework for the implementation of Business Calendars with respect different locations, such as London New York, Tokyo and so on.
webcab.lib.calendar.cities This package contains implementations of particular business calendars for specific locations such as London, New York and Tokyo.
webcab.lib.finance.futures Pricing and Hedging of Futures and Forward contracts on stocks, bonds, commodities and indexes.
webcab.lib.finance.futures.jdbc Wrap the functionality provided by the Futures module with our JDBC mediator.
webcab.lib.finance.options This module performs pricing and risk analysis (via Greeks) of European and Binary Options.
webcab.lib.finance.options.exotic Finite Differencing and Monte Carlo pricing techniques for evaluating the price and Greeks of Exotic Option contracts in accordance with the Black-Scholes model.
webcab.lib.finance.options.exotic.jdbc Wrap the functionality provided by the Exotic Options module with our JDBC mediator.
webcab.lib.finance.options.jdbc Wrap the functionality provided by the Options module with our JDBC mediator.
webcab.lib.finance.options.pricing General Monte-Carlo pricing framework for a wide range of equity derivative contracts in accordance with a number of price, volatility and interest rate models.
webcab.lib.finance.options.pricing.jdbc Wrap the functionality provided by the Equity Derivatives module with our JDBC mediator.
webcab.lib.finance.pricing  
webcab.lib.finance.pricing.contexts  
webcab.lib.finance.pricing.contracts  
webcab.lib.finance.pricing.contracts.standard  
webcab.lib.finance.pricing.core  
webcab.lib.finance.pricing.core.contexts  
webcab.lib.finance.pricing.core.contracts  
webcab.lib.finance.pricing.core.models  
webcab.lib.finance.pricing.core.util  
webcab.lib.finance.pricing.core.util.functions  
webcab.lib.finance.pricing.models  
webcab.lib.finance.pricing.models.other  
webcab.lib.finance.pricing.models.price  
webcab.lib.finance.pricing.models.rate  
webcab.lib.finance.pricing.models.volatility  
webcab.lib.finance.pricing.util  
webcab.lib.finance.pricing.util.functions  

 


WebCab Options and Futures
v3.1
(J2SE Edition)