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WebCab Bonds (J2SE Edition)
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Version
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Java Components offering general Interest derivatives
pricing framework: set contract and vol/price/interest
models and run MC. Including 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, Fixed-Interest bonds,
Duration and Convexity. Download then "java -jar
*.jar" at prompt.
WebCab Bonds implements the following functionality:
- Fundamental Theory of Bonds
- Pricing and Yield
- Constructing the Zero Rate Curve
- Forward Rates and FRAs
- Duration and Convexity
- Yield of Fixed-Interest Bonds on Interest payment
dates
- Interest Calculations
This product also contains the following features:
GUI Bundle - we bundle a suite of graphical user
interface JavaBean components allowing the developer
to plug-in a wide range of GUI functionality
(including charts/graphs) into their client
applications.
JDBC Mediator - A J2SE Component which mediates
between a J2SE component, its J2SE Clients and the
Database server. The JDBC Mediator J2SE classes are a
convenient way of enhancing all financial and
mathematical specific methods with JDBC-based
functionality. Check the jdbc subpackage of every J2SE
class for JavaDocs documentation.
Web Application Example - A Java WAR file which
contains a JSP example that makes use of the
functionality provided by our J2SE Component.
Synthetic JDBC - The JDBC functionality provided by
the Web Application example included within this
package. This Web Application is an example of how to
make a JSP client using our J2SE Component while
manually implementing the JDBC code. The JSP
Application applies J2SE methods to certain rows from
the database and lists the output in HTML format.
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