WebCab Portfolio for Delphi 5.0

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Date added

February 1, 2009

Developer

WebCab Components Limited | (more products)

All time downloads

501

License / Price

Free Trial / $179

Platform

Windows

Description of WebCab Portfolio for Delphi 5.0

Add Markowitz Theory and CAPM to your .NET/COM/XML

3-in-1: Delphi, COM and XML Web service implementation of 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.

Key features

• Interpolation - Cubic spline and general polynomial interpolation procedures to assist in the study of the Efficient Frontier
• SolveFrontier - Solve the Efficient Frontier with respect to the risk, return, or the investors utility function.
• MaxRange - Maximum range of the constrained Efficient Frontier
• AssetParameters - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
• 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 Example 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, Visual Studio .NET, Borland's C++ Builder, Borland Delphi 3 - 2005, Office 97/2000/XP/2003
• ASP.NET Web Application Examples
• ASP.NET Examples with Synthetic ADO.NET