Download CapeTools QuantTools Developer for Windows 7 - Financial instrument modeling toolkit

CapeTools QuantTools Developer 2

CapeTools QuantTools contains a suite of financial instrument modeling toolkits

QuantTools Developer (c++, java, .NET, ActiveX) is a financial instrument modelling toolkits for the Windows platform; Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.

Publisher review for CapeTools QuantTools Developer 2:

Review by: CapeTools QuantTools
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)
Requirements:
Windows Operating System, 512MB RAM, 200MB HD space

Operating system:
WinXP,WinNT 4.x,Windows2000,Windows2003

Limitations:
Needs to be registered for Trial or Commercial use.

Release notes:
New Release

CapeTools QuantTools Developer screenshots:

CapeTools QuantTools Developer download tags:

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

Copyright information: