Financial Components


These components encapsulate financial and accounting business knowledge ready to integrate into your applications. They cover specialized financial calculation engines for derivatives, insurance and loans as well as accountancy and tax.





Financial Components by GrapeCity

FarPoint Spread for COM/ActiveX V8.0

The world's best-selling, award-winning Microsoft Excel compatible spreadsheet component for COM/ActiveX. When you need high-performance, fully-customizable spreadsheet/grid components, join professional developers around the world who consistently turn to FarPoint Spread for powerful, extendable spreadsheet solutions.
Publishers Website:

FarPoint Spread for Windows Forms V5.0

The world's most popular .NET spreadsheet component! FarPoint Spread for Windows Forms 5 is the award-winning, Microsoft Excel®-compatible spreadsheet component for .NET from GrapeCity. Spread products are high performance, enterprise-strength spreadsheet components, and come battle-tested by over 100,000 registered developers worldwide.
Publishers Website:

Financial Components by SpreadsheetGear LLC

SpreadsheetGear 2009 5.x

With one safe managed assembly, SpreadsheetGear 2009 enables ASP.NET and Windows Forms developers to easily take advantage of scalable Excel Reporting, dynamic dashboards from Excel charts and ranges, powerful Windows Forms spreadsheet controls, comprehensive Excel compatible charting, the fastest and most complete Excel compatible calculations and more.
Publishers Website:

Financial Components by WebCab Components

WebCab Bonds (J2EE Edition) V2.01

Model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds and interest based calculations.
Publishers Website:

WebCab Bonds (J2SE Edition) V2.0

Model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds and interest based calculations.
Publishers Website:

WebCab Bonds .NET V2.01

Model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds and interest based calculations.
Publishers Website:

WebCab Bonds for Delphi V2.01

General Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
Publishers Website:

WebCab Options and Futures (J2EE Edition) V3.3

Offers quantitative and risk management techniques for a wide range of option and futures contracts. We apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included.
Publishers Website:

WebCab Options and Futures (J2SE Ed.) V3.3

Offers quantitative and risk management techniques for a wide range of option and futures contracts. We apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included.
Publishers Website:

WebCab Options and Futures for .NET V3.3

Offers quantitative and risk management techniques for a wide range of option and futures contracts. We apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included.
Publishers Website:

WebCab Options and Futures for Delphi V3.1

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.
Publishers Website:

WebCab Portfolio (J2EE Edition) V5.0

Apply the Markowitz and Capital Asset Pricing Model (CAPM) to analyze the construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, analysis of Efficient Frontier, Market Portfolio and CML.
Publishers Website:

WebCab Portfolio (J2SE Edition) V5.0

Apply the Markowitz and Capital Asset Pricing Model (CAPM) to analyze the construct the optimal portfolio with/without asset weight constraints w.r.t. Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Publishers Website:

WebCab Portfolio for .NET V5.0

Apply the Markowitz and Capital Asset Pricing Model (CAPM) to analyze the construct the optimal portfolio with/without asset weight constraints w.r.t. the Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Publishers Website:

WebCab Portfolio for Delphi V5.0

Delphi add-in Component and XML Web service implementation offering the application of the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Publishers Website:

WebCab Technical Analysis (J2EE Community Edition)

This J2EE Application provides a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS.
Publishers Website:

WebCab Technical Analysis (J2SE Community Edition)

This J2SE Component provides a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS.
Publishers Website:

WebCab Technical Analysis for .NET (Community Edit

This .NET Component provides a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to historical data stored within a DBMS.
Publishers Website:

Financial Components by AJE Components

Loan Calculator V4.0.111

Add loan installment calculations to your applications. Loan Calculator is an ActiveX component designed to cover most Installment Credit scenarios. It can be simply dropped onto your application's forms to provide functionality for APR's, Interest, Fees, Insurances, Installment Schedules and Report generation and printing. Supports five languages: English, French, German, Italian and Spanish. Language can be selected from the Property pages. (Requires Loan Engine)
Publishers Website:

Loan Engine - ActiveX

Add comprehensive and complex financial calculations to your applications. Loan Engine is an ActiveX Enterprise component that provides a complete mathematical and database engine for complex financial and interest calculations. It is designed to save development costs by providing expert functionality from the outset with an intuitive and easy to use interface.
Publishers Website:

Loan Engine .NET

Add comprehensive and complex financial calculations to your applications. Loan Engine is an Enterprise component for .NET that provides a complete mathematical and database engine for complex financial and interest calculations. It is designed to save development costs by providing expert functionality from the outset with an intuitive and easy to use interface.
Publishers Website:

Loan Engine Lite .NET

Add comprehensive and complex financial calculations to your applications. Loan Engine Lite .NET is a cut down version of Loan Engine .NET featuring the same calculations engine but without the Data Persistence. It is designed to save development costs by providing expert functionality from the outset with an intuitive and easy to use interface.
Publishers Website:

Financial Components by Modulus Financial Engineering, Inc.

The Modulus Real-Time Data Feed API  -  Jumpstart your trading application development! E-mini Exchange Access, all US & CDN Equities, Options and Futures are available! Only $59.99/mo plus applicable exchange fees. You can also access news headlines and stories using our advanced API! The Modulus Financial Engineering Real-Time API works with Visual Basic, C++, .net and many other languages. Simply plug this API into your trading application and you're set to go in just a matter of minutes.
Publishers Website:

Financial Components by Derivicom Corp.

FinExotics XL  -  FinExotics XL is an Excel Add-in with a comprehensive set of nearly 50 different exotic option functions. There are seven categories of exotic option models covered: Asian options, binary options, barrier options, currency translated options, lookback options, multiple asset options, and multiple exercise options. FinExotics XL extends the functionality of Excel by adding functions for financial analysis of exotic options.
Publishers Website:

FinOptions Dev  -  FinOptions Dev is an ActiveX DLL library that enables developers to incorporate financial derivative analysis into custom third-party applications. Typical applications would be custom trading systems, a back office portfolio analyzer, and FASB compliance analysis.
Publishers Website:

FinOptions XL  -  FinOptions XL is an Excel Add-in that extends its functionality by adding functions for analyzing derivatives. Similar to the built-in functions in Excel, FinOptions XL functions can be added directly into the cell formulas. FinOptions XL provides a complete collection of financial functions for analyzing derivatives on various types of securities and assets.
Publishers Website:

Financial Components by DATAMATION

dat.Marine V3.0 -  DatMarine calculates the gross premium for every type of marine insurance policy. The component contains nine different functions designed to handle different methods of calculations. It is an ActiveX dll that can be called either from the server or the client. It is useful for any large insurance institution or broker that have in-house development. It is also a valuable tool for software developers wishing to provide solutions for the insurance sector.
Publishers Website: