Package webcab.lib.finance.options.pricing

General Monte-Carlo pricing framework for a wide range of equity derivative contracts in accordance with a number of price, volatility and interest rate models.

See:
Description

Interface Summary

Function
KOrderDiff
Surface

Class Summary

BlackScholesConstants	This enumeration class defines all constants required by the BlackScholes class.
EquityDerivatives	The Equity Derivatives (BETA) Module is only included here for demonstration purposes.

Exception Summary

EquityDerivativesDemoException	This exception is thrown by the demo version of the EquityDerivatives class after the number of maximum method calls has been reached.
EvaluationException	This exception signals errors in the wrapper classes.
NotDefinedException

Package webcab.lib.finance.options.pricing Description

General Monte-Carlo pricing framework for a wide range of equity derivative contracts in accordance with a number of price, volatility and interest rate models.

The Equity Derivative (BETA) Module and is only included here for demonstration purposes. To get the latest version of this module please download the latest WebCab Options and Futures package from our Web site.