Portfolio for .NET v5.0
  Apply Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and 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, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
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   Equities, Interest and Real Estate for .NET v2.6
  Non-stochastic methods are used to evaluate and analyze investments of equity, interest and real estate type. In particular, methods are developed for calculating the accumulated value, present value and yield of an interest bearing investment. For equity and real estate investments we cover models of discounted future cash flows and investment ratio comparison methods including the topics of dividends (real and prospective), yield gap, PE ratio, stock splits, rental yield and rental growth.
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   Options and Futures for .NET v3.2
  Price a broad range of option and futures contracts using a range of price/vol/interest rate models. Includes in addition to the general pricing framework a detailed Black-Scholes-Merton Model API (including Greeks and implied volatility) for European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. We also offer a flexible implementation of a binomial and trinomial trees based pricing engine for the evaluation of employee options in accordance within the Enhanced FASB 123 model and a module allowing the evaluation of the Value-at-Risk (VaR) of an investment portfolio in accordance with the Linear model.
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   Bonds for .NET v2.01
  General Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
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   Technical Analysis for .NET v1.1
  Provides a collection of technical indicators which can be used in the construction of technical trading systems. Moreover, by using these methods with our DataBase mediator technology you will be able to iteratively apply these indicators to historical data stored within a DBMS.
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