Office
 » Business finance
Sections : Office > Business finance
Visitors rating is Very good No Buy link Free CapeTools QuantTools Developer download

full portfolio CapeTools QuantTools Developer 2

Financial instrument modeling toolkit

Advertisement

OSWindows 2000, Windows XP
LimitationsNeeds to be registered for Trial or Commercial use. : Install and Uninstall
Added/UpdatedFeb 7, 2009 / Feb 28, 2009
Downloads1014
LanguageEnglish
LicenseFree to try
SnapshotCapeTools QuantTools Developer snapshot

CapeTools QuantTools Developer approx. description

... 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) ... [ see more ]

CapeTools QuantTools Developer categories

credit derivatives, fixed income derivatives, bonds, foreign exchange, commodity derivatives, equity options, fx options, spreadsheet, credit default swaps, technical analysis

free download CapeTools QuantTools Developer 2QUICK DOWNLOAD

Free download CapeTools QuantTools Developer 2

Advertisement

Similar software for `portfolio`
CapeTools QuantTools XL CapeTools QuantTools XL download

CapeTools QuantTools contains a suite of financial instrument modeling toolkits

PortfolioTK PortfolioTK download

...includes overall portfolio equity curve performance with...

Master Investor Master Investor download

...portfolio management and technical analysis program for...Portfolio management and technical analysis for individual...

Savings Bond Tracker Savings Bond Tracker download

...price US savings bonds on your Mac...

Investment Studio Investment Studio download

Technical analysis, system backtesting & multicurrency portfolio software

TraderCode Technical Indicators TraderCode Technical Indicators download

...comprehensive library of technical indicators and technical...many types of technical indicators used in...and easily create technical indicators from...Analysis Expert The Analysis Expert is...out on different equity assets or stocks...strategies using the technical indicators and running...charting is an analysis technique that has...This technical analysis technique uses...

TA4.Net TA4.Net download

...76 most popular technical analysis functions...76 most popular technical analysis functions and...

Equity Evaluator Stock Quotes, Analysis, Picks Equity Evaluator Stock Quotes, Analysis, Picks download

...It performs technical and fundamental analysis...30 major stock exchanges and each quote...

FuturesTrac FuturesTrac download

...The innovative derivatives calculator calculates trade...Futures and options contract information and...

Multilingual Investment Dictionary Multilingual Investment Dictionary download

...of often highly technical terms for professional...Translate stock exchange and investment terms...