WebCab Bonds (J2EE Edition)
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
Details
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System Requirements:
A J2EE1.3 (EJB2.0) compatible Application Server - Microsoft operating system: Windows 98/NT/2000/XP/2003/Unix/Linux/Mac OS X.
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