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CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives. Over 120 categories of financial functions are supported : Markets (Indexes, Calendar, FX objects) Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well 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 create option portfolio to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute any first or second order risk as well as solve for any input parameter) Bonds (Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well 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 risk) Processes (Underlyer process objects for simulation) Simulations (Conduct simulation given 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 over 12 distributions) Technical Analysis (160 TA functions) Utils (GRID computing support, Matrix operations, object serialisation, interpolation objects (1D and 2D)) FpML (Functions to read and query, via XPath, FpML documents)

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» Home » Developer Tools » C & C++ (92)

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» Convert String for C++

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» LTFCrypt

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» DIESEL

DIscrete Event Simulation Extensible class Library: provides discrete event simulation, random number generation, and statistical evaluation classes for Microsoft C++ programming language. Additional classes are being added to support simulation of (mobil ...

University of Strathcldye | 312 KB | Win98,WinME,WinXP,WinNT 4.x,Windows2000,Windows2003 | 0 | Downloads: 887

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» C Code Library

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» Neuron Visual C++

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» eBook `How to Create an eBook Using Visual C++`

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ICT eBooks by Yeoh HS | 426 KB | Windows | 6.95 | Downloads: 912

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» Textureworks

TextureWorks v1.0 is an awesome collection of natural textures. Hundreds of commercial-quality brick, water, sky, stone, cloth, wood and marble textures and surfaces are included in the package. There are many different categories and whether your working ...

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» CapeTools QuantTools Developer

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» Quake I port LQR for Nokia Series 60 src

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» eBook `How to Create an eBook Using Visual C++`

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» MyNotes

Learn how to use MySQL++ with example source codes ...

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» CppDoc

CppDoc generates HTML documentation for your C++ classes, based on your source code and special comments embedded within it. It supports JavaDoc tags (@see, @return, etc.) and can produce JavaDoc-style output, including class hierarchies, a master index, ...

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» Crystal FLOW for C

*** Understand Code in Less Time *** Create Flowchart from Source Code with one click. Get a clear view of the code with Flowcharts. Inherited legacy code? A new member of the team? You will be up to speed in significantly less time Verify correctness of ...

SGV Sarc Inc | 6582 KB | Win98,WinME,WinNT 4.x,Windows2000,WinXP | 229 | Downloads: 952

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» Deleaker Add-in for Visual C

Deleaker is a useful add-in for Visual Studio 2003-2005 that helps you to analyze programming errors, many of which are unique to Visual C . Deleaker is a great tool for Visual C developers who occasionally have trouble detecting resource leaks and debugg ...

Softanics | 1029 KB | WinXP,Windows2000,Windows2003 | 299 | Downloads: 1092

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» ClearImage PDF417

Develop high performance, automatic PDF417 bar code recognition applications, in VB, C++ or Delphi, to rapidly and accurately read the barcodes from camera, scan or fax images (TIFF, JPG, color and grayscale) Heuristic barcode recognition algorithms can e ...

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» Line Counter

Line Counter is a command-line tool for software developers. It reports the total number of lines of code and comment lines in C, C++ and C# source files. The output may be redirected to a text file. ...

Noel DANJOU | 38 KB | Win95,Win98,WinME,WinXP,Windows2000 | | Downloads: 813

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» MySharpEbook - Use C# to Build eBooks

Would you like to create your own e-book, e-brochure, e-catalog, e-magazine, e-newsletter using Visual C#? Use this C# source codes to create customized e-publications for any occasion or recipient. It will be a useful marketing tool for your business. Th ...

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» SmartCodeWebControl

SmartCodeWebControl is a .Net Web Control that allows you to easily add professional quality bar codes to ASP.Net applications developed in the .Net Framework. It is extremely powerful, utilizing the the industry leading and awards-winning barcode softwar ...

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» Multicom OEM

Multicom OEM is a programming interface, which allows you to add support of virtual serial ports to your own application. You have full control over ports created with the help of Multicom OEM, including reading data that some other application has writte ...

Intellidriver Inc. | 430 KB | WinXP,Windows2000 | 999.00 | Downloads: 888

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» UnRAR Sourcecode

Portable UnRAR source for software developers This package includes freeware Unrar C++ source and a few makefiles (makefile.bcc, makefile.msc+msc.dep, makefile.unix). Unrar source is subset of RAR and generated from RAR source automatically, by a small pr ...

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