• Polynomial Interpolation and extrapolation
  • Lagrange's formula - for interpolating a function known at N points with a polynomial of degree N-1
  • Burlisch-Stoer algorithm - interpolates functions using rational functions, this method gives error estimates
  • Cubic Splines - we give algorithms for natural and clamped cubic splines
  • Sorting - efficient techniques are used for finding tabulated values
• Coefficients of an Interpolating Polynomial
  • Matrix method - this method relies upon diagonalizing a matrix (or solving a system of equations), and is of the order N squared
  • Zero method - by evaluating the interpolating polynomial at particular values we deduce the coefficients, this method is of the order N cubed
• Interpolation and extrapolation in two or more dimensions
  • Grid - functions can be interpolated on an n-dimensional grid
  • Bilinear interpolation - we consider a multidimensional interpolation by breaking the problem into successive one dimensional interpolations
  • Accuracy - the use of higher order polynomials to obtain increased accuracy
  • Smoothness - the use of higher order polynomials to enforce smoothness on some of the derivatives
  • Bicubic interpolation - finds an interpolating function with a specified derivatives and cross derivatives which vary smoothly at the grid points
  • Bicubic spline - a special case of Bicubic interpolation involving the use of successive one-dimensional splines

• Interval Bisection Method - A robust method that always finds a solution or a singularity inside a bracketed interval.
• Secant Method - Generally this procedure converges and is much faster than the interval bisection method.
• Brent's Algorithm - The method of choice to find a bracketed root of a one dimensional equation when you cannot easily compute the function's derivative.
• Ridders' Method - Concise and almost as reliable as Brent's Algorithm for finding a bracketed root of an equation.
• Method of Regula Falsi - This procedure uses a slight alteration on the secant method to ensure convergence. The procedure is generally faster than the interval bisection method and slightly slower than the secant method.
• Newton-Raphson Method - Given a first approximation to a root and the differential of the function this procedure will always produce a solution. We implement this procedure for polynomial functions of one variable.
• Fail-Safe Newton-Raphson Method - This method combines the Newton-Raphson method and the Interval Bisection Method in order to produce very stable and fast convergence. Given a first approximation to a root and the differential of the function this procedure will always produce a solution.

• 3-in-1: .NET, COM, and XML Web services - Three DLLs, Three API Docs, Three Sets of Client Examples all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
• Extensive Client Examples - Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
• ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
• Compatible Containers - Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C#.NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3 - 2005, Office 97/2000/XP/2003.
• ASP.NET Web Application Examples - We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
• ASP.NET Examples with Synthetic ADO.NET - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C# to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment.

Informations

• Status: Evaluation (time-limit)
• Source: N/A
• price: $107
• Exe demo: included
• Size: 3 512kB

Platforms: C#, VC++

• Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
• Utility Function - Discover and set the investors utility function.
• Optimal Portfolio - Select the optimal portfolio or set of portfolios by providing the expected return desired, the maximum risk or the investors utility function.

• Efficient Frontier - Construct the Efficient Frontier with or without constraints on the asset weights.
• Market Portfolio - Find the Market Portfolio which offer the greater expected return per unit of risk.
• Capital Market Line (CML) - Construct the CML with contains the optimal portfolio with respect to the CAPM.
• Selecting Optimal Portfolio - Select the optimal portfolio by given expected return, risk or the Market Portfolio weighting.
• Analysis of Optimal Portfolio - Evaluate the risk, expected return or Market Portfolio weighting of the optimal portfolio whenever one of these three properties is known.

• Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study and manipulation of curves such as the Efficient Frontier which are evaluated at a finite number of points.
• SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function which may be given as a function of the risk or the expected return.
• TwoAssetPortfolio - Evaluate of the optimal weighting of a portfolio with two assets. This functionality can be used to analyze the effect of a single purchase or sale from an arbitrary portfolio
• AssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance, ARCH model for expected price.
• MaxRange - Evaluates the maximum range of the values of the expected return for which Efficient Frontier should be considered when the historical data set does is not consistent within the assumptions of Markowitz Theory and CAPM.
• Performance Evaluation - Offers a number of procedures for accessing the return and risk adjusted return (Treynors Measure, Sharpes Ratio).

• 3-in-1: .NET, COM, and XML Web services - Three DLLs, Three API Docs, Three Sets of Client Examples all in 1 product. Offering a 1st class .NET, COM, and XML Web service product implementation.
• Extensive Client Examples - Multiple client examples including .NET (C#, VB.NET, C++.NET), COM and XML Web services (C#, VB.NET)
• ADO Mediator - The ADO Mediator assists the .NET developer in writing DBMS enabled applications by transparently combining the financial and mathematical functionality of our .NET components with the ADO.NET Database Connectivity model.
• Compatible Containers - Visual Studio 6 (incl. Visual Basic 6, Visual C++ 6), Visual Studio .NET (incl. Visual Basic .NET, Visual C#.NET, and Visual C++.NET), Borland's C++ Builder (incl. C++Builder, C++BuilderX, C++ 2005), Borland Delphi 3 - 2005, Office 97/2000/XP/2003.
• ASP.NET Web Application Examples - We provide an ASP.NET Web Application example which enables you to quickly test the functionality within this .NET Service.
• ASP.NET Examples with Synthetic ADO.NET - we use a ASP.NET service to perform component calculations on SQL database columns from a remote DBMS. We apply a component's function to certain rows from the database and list the output in HTML format. This is a powerful feature since it allows you to perform calculations in a DBMS manner without having to code the C# to SQL database transaction yourself as it is all done by the ASP within the .NET Framework managed server side environment.

Informations

• Status: Evaluation (time-limit)
• Source: N/A
• price: $179
• Exe demo: included
• Size: 5 172kB

Platforms: C#, VC++