WebCab Bonds for Delphi (COM)

WebCab.COM.Finance.Bonds Namespace

Classes

ClassDescription
CalculatingZeroRates Within this class we offer: Evaluation of the zero rate for a given maturity from the corresponding zero bond.
DurationConvexity Within this class we provide methods for the evaluation and application of the duration and convexity of a bond.
FixedInterestBonds Within this class we consider what is generally referred to as fixed-interest bonds.
ForwardRates Within this class we provide methods for the evaluation of forward rates and forward rate agreements.
NoSolutionException This is an exception thrown when a solution to the equation cannot be found.
TreasuryPrice Within this class we offer functionality related to the evaluation of the price and yield of a government backed bond (i.e. Treasury bond) issued in the local currency.