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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 fiscal instrument modelling toolkit. The libraries confine more than 2100 functions used seeking managing, pricing and peril management of fiscal derivatives.

Over 120 categories of fiscal functions are supported :

Markets (Indexes, Calendar, FX objects)

Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as rich 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 form option portfolio to supervise, chosen, assemblage and expense exotic deals, conduct scenario investigation, bump peril, compute any leading or second order peril as rich as disentangle seeking any input parameter)

Bonds (Government and everyday bond portfolios, compute forwards, Yields, options, repo rates as rich 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 peril)

Processes (Underlyer process objects seeking 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, entity serialisation, interpolation objects (1D and 2D))

FpML (Functions to review and scepticism, 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 seeking Microsoft Excel. Used seeking managing, pricing and peril management of attached income, imported exchange and equity derivatives.