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Mirror (for Chrome)
While using Chrome I found that a lot of sites sites don't work, due to missing plugins for the new platform. Sometimes just quitting the site is not an option so I created an easy way to open the page in your "old" browser. Just drag and drop the URL from the Chrome URL bar into the Mirror form and you can continue your Chrome browsing.
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While using Chrome I found that a lot of sites sites don't work, due to missing plugins for the new platform. Sometimes just quitting the site is not an option so I created an easy way to open the page in your "old" browser. Just drag and drop the URL from the Chrome URL bar into the Mirror form and you can continue your Chrome browsing.
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CapeTools QuantTools Developer
v 2
Commercial $2899.00
Download Download 2 Download 3 Download 4 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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