Award:
Manage multiple iTunes libraries
ILEADS
Award:
Generate your own Exclusive Live Sales Leads
Ikebana Roulette
Award:
A beautiful girl invites you to win money!
IIS Accelerator
Award:
ISAPI filter for high speed HTTP Compression
IIAddIn1
Award:
Add-In for Microsoft Developer Studio
Rating:
gg
Iron Speed Designer
Rating:
Worked in application
development for a long
time and finally found a
tool which takes away the
repetitive CRUD screens
and let me focus on the
core business layer.
Great tool for every .net
developer. Loved the tool
and the accelerated
productivity!
Iron Speed Designer
Rating:
I have been using Iron
Speed for almost a year
now and it has turned out
to be such a wonderful
tool that now ALL my
development is being done
with it. It has given me
huge benefits.Not only do
I do more complex (and
obviously more
paying)applications, but
my apps are now robust
and REALLY bugs free. And
that has reduced the time
spent on support quite a
lot. Hats Off to Iron
Speed.
Omni Page Professional
Rating:
It is a good Product
BarCode-ActiveX
Rating:
obrigadooo
WebCab Bonds for Delphi 2
3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.General Pricing Framework offers the following predefined Models and Contracts:Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toy (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.This product also has the following technology aspects: 3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...Extensive Client Examples (Delphi for .NET, C#, VB.NET)ADO MediatorCompatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)
| Size: 4.86 MB | Price: $179.00 |  |  |
| Downloads: | 3 |
| Released: | 2004-11-11 |
| Language: | English |
| Platform: | Win98, WinNT 4.x, Windows2000, WinXP, Windows2003 |
| Requirements: | .NET Framework v1.x |