|
|
Class libraries JavaBean, Applet and Servlet for Barcoding. General Pricing Java API Framework. Price Interest Derivative in .NET/COM/WS Apps. Interpolate and solve equ in .NET/COM/WS Apps. Java API for Interpolation equation solving. Interpolate functions and solve equations. Java API for solving optimization problems. Solve optimization problems in COM/.NET Apps. Price Equity Derivatives in .NET/COM/WS Apps. JSP bean for General Pricing Framework. General Equity Derivatives Pricing Framework. Statistics and Probability.
|
|
class libraries,
class libraries dephi,
java class libraries,
java gui class libraries,
|
|
|
|
Results for:
|
class libraries
|
1 of 2
|
|
|
|
|
|
|
|
IDAutomation Java Barcode Package
JavaBean, Applet and Servlet for Barcoding in Java.
|
WebCab Bonds J2SE Edition
General Interest derivatives pricing API framework. And FRAs, Duration, Yield, ..
|
WebCab Bonds for NET
Price Interest derivatives in .NET, COM and XML Web service Applications
|
WebCab Functions for Delphi
Interpolate functions and solve equations in your .NET, COM, Web Service Apps
|
This barcode package contains JavaBeans, Applets, Class Libraries and Servlets for Barcoding in Java. Supports Linear and 2D barcode types including Code 128, Code 39, ITF, UPC, EAN, DataMatrix, Maxicode and PDF417. This barcode package contains JavaBeans, Applets, Class Libraries and Servlets for Barcoding in Java. Supports Linear and 2D barcode types including Code 128, Code 39, ITF, UPC, EAN, DataMatrix, Maxicode and PDF417. The servlet easily creates barcodes in the web browser and may be embedded in dynamic HTML with the IMG tag.
barcode,
bar,
code,
java,
class libraries,
applets,
servlets,
code 39,
code 128,
interleaved 2 of 5,
|
Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity.... Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also 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. Download then "java -jar *.jar" at prompt.
bonds,
interest rate,
java,
jar,
javabeans,
class libraries,
j2se,
jsp,
capital market,
markets,
|
3-in-1: COM, .NET and XML Web service 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 3-in-1: COM, .NET and XML Web service 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.This product also has the following technology aspects:Extensive Client Examples (C#, VB.NET, C++.NET,...)ADO MediatorCompatible Containers (VS 6, VS.NET, Office, C++Builder, Delphi)
bonds,
interest rate,
com,
.net,
xml,
web service,
class libraries,
c,
vb.net,
c,
|
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. Delphi 3-8 2005 are supported Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Apps. Interpolate using Newton poly., Lagrange's formula, Burlisch-Stoer algorithm, Cubic/Bicubic splines (natural and free); Solve using Newton-Raphson, Bisection, Brent, secant and false position, Ridders' Method, Delphi 3-8 2005 support
interpolation,
extrapolation,
delphi,
.net,
com,
xml,
web service,
class libraries,
delphi,
c,
|
|
Software Matrix Listing
|
|
|
|
|
|
|
|
WebCab Functions J2SE Edition
Java class library for solving equations and interpolating functions.
|
WebCab Functions for NET
Interpolate functions and solve equations in your .NET, COM, Web Service Apps
|
WebCab Optimization J2SE Edition
Java class library for solving local or global optimization problems.
|
WebCab Optimization for NET
Add optimization L.P. solver to .NET, COM and Web service Applications.
|
This Java class library offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. Java API Components offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients.
interpolation,
extrapolation,
java,
javabeans,
class libraries,
j2se,
jsp,
newton polynomials,
lagrange s,
burlisch stoer,
|
Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Apps. Interpolate using Newton poly., Lagrange's formula, Burlisch-Stoer algorithm, Cubic/Bicubic splines (natural and free); Solve using Newton-Raphson, Bisection, Brent, secant and false position, Ridders' Method,...
interpolation,
extrapolation,
.net,
com,
xml,
web service,
class libraries,
c,
vb.net,
c,
|
Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.
optimization,
linear programming,
java,
javabeans,
class libraries,
j2se,
jsp,
maxima,
minima,
local global,
|
Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET, COM, and XML Web service Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included. Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications. Specialized Simplex Linear programming algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality (i.e. Lagrangian) or direct approach.
optimization,
linear programming,
.net,
com,
xml,
web service,
class libraries,
c,
c,
.net,
|
|
Software Matrix Listing
|
|
|
|
|
|
|
|
WebCab Options and Futures for Delphi
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps.
|
WebCab Options J2SE Edition
General Equity derivatives pricing framework.
|
WebCab Options and Futures for NET
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps
|
WebCab Probability and Stat J2SE Ed
Statistics, Discrete Prob, Distributions, Hypo. testing, Correlation, Regression
|
3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models. 3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
options,
futures,
.net,
com,
xml,
web service,
class libraries,
c,
vb.net,
european,
|
Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
options,
futures,
java,
javabeans,
class libraries,
j2se,
jsp,
european,
asian,
american,
|
3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models. 3-in1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
options,
futures,
.net,
com,
xml,
web service,
class libraries,
c,
vb.net,
european,
|
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression
java,
javabeans,
class libraries,
j2se,
jsp,
basic,
statistics,
discrete,
probability,
standard,
|
|
Software Matrix Listing
|
|
|
|
1 of 2
|
|
|
|
|
|
|
|
|
|
|
|
