Download CapeTools QuantTools Developer 2

Tops and Ratings

CapeTools QuantTools Developer Description:

CapeTools QuantTools Developer is Commercial program for Windows developed by CapeTools QuantTools

CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a pecuniary instrument modelling toolkit. The libraries confine more than 2100 functions used representing managing, pricing and jeopardy management of pecuniary derivatives.

Over 120 categories of pecuniary functions are supported :

Markets (Indexes, Calendar, FX objects)

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as wealthy as Volatility Curves)

Query Market Curves (Query curves objects within the Market Curves category)

Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)

Option Portfolios (40+ exotic option pricers. You can produce option portfolio to supervise, chosen, congregation and expenditure exotic deals, conduct scenario investigation, bump jeopardy, compute any head or second order jeopardy as wealthy as unravel representing any input parameter)

Bonds (Government and everyday bond portfolios, compute forwards, Yields, options, repo rates as wealthy as conversion factors)

IR Legs (Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears))

Swaps (Swap contracts, FIX-FIX, FLT-FLT, FIX-FLT)

IR Portfolio (Swap, CapFloor, Swaption, BasisSwaps or CDS books)

IR Risk (Interest rate yield curve / volatility jeopardy)

Processes (Underlyer process objects representing simulation)

Simulations (Conduct simulation delineated process objects)

Generic Pricing (Generic user defined deals via Tree, MonteCarlo or PDE)

Models (Create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM))

Calibration (Calibrate interest rate models within the Models Category Group)

Statistics Category Group (Generate random numbers from upon 12 distributions)

Technical Analysis (160 TA functions)

Utils (GRID computing support, Matrix operations, fact serialisation, interpolation objects (1D and 2D))

FpML (Functions to scan and uncertainty, via XPath, FpML documents)

Search similar software using these keywords:

Fx options, Spreadsheet, Credit default swaps, Technical analysis, Equity options, Commodity derivatives, Fixed income derivatives, Bonds, 

Other software by CapeTools QuantTools

CapeTools QuantTools XL - QuantTools XL (Excel Addin) is a financial instrument modelling toolkit after Microsoft Excel. Used after managing, pricing and jeopardy management of firm income, imported exchange and equity derivatives.