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WebCab Options J2SE Edition

Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models....
WebCab Components :: options futures Java JavaBeans Class Libraries J2SE JSP European Asian American Lookback Bermuda Binary Monte Carlo Finite Difference volatility :: WebCab Options (J2SE Edition)

WebCab Optimization J2SE Edition

Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients. ...
WebCab Components :: optimization linear programming Java JavaBeans Class Libraries J2SE JSP maxima minima local global :: WebCab Optimization (J2SE Edition)

WebCab Functions J2SE Edition

Java API Components offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures provided include Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients. ...
WebCab Components :: interpolation extrapolation Java JavaBeans Class Libraries J2SE JSP Newton polynomials Lagrange's Burlisch-Stoer Cubic splines Bicubic :: WebCab Functions (J2SE Edition)

WebCab Probability and Stat

Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression...
WebCab Components :: Java JavaBeans Class Libraries J2SE JSP :: Basic :: Statistics :: Discrete :: Probability :: Standard :: Probability :: Distributions :: Hypothesis :: Testing :: Correlat :: WebCab Probability and Stat

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