3-in-1: COM .NET and xml Web service Interest derivatives pricing framework: set contract set vol/price/interest models and run MC. We also cover: Treasury bonds Price/Yield Zero Curve Fixed-Interest bonds Forward rates/FRAs Duration and Convexity. General Pricing framework offers the following predefined Models and Contracts: Contracts: Asian Option Binary Option Cap Coupon Bond Floor Forward Start stock option Lookback Option Ladder Option Vanilla Swap Vanilla Stock Option Zero Coupon Bond Barrier Option Parisian Option Parasian Option Forward and Future. Interest Rate Models: Constant Spot Rate Constant (in time) Yield curve One factor stochastic models (Vasicek Black-Derman-Toty (BDT) Ho & Lee Hull and White) Two factor stochastic models (Breman & Schwartz Fong & Vasicek Longstaff & Schwartz) Cox-Ingersoll-Ross Equilibrium model Spot rate model with automatic yield (Ho & Lee Hull & White) Heath-Jarrow-Morton forward rate model Brace-Gatarek-Musiela (BGM) LIBOR market model. Price Models: Constant price model General deterministic price model Lognormal price model Poisson price model. Volatility Models: Constant Volatility Models General Deterministic Volatility model Hull & White Stochastic model of the Variance Hoston Stochastic Volatility model. Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate and the minimum/maximum expected price for a given confidence level. This product also has the following technology aspects: 3-in-1: .NET COM and xml Web services - 3 DLLs 3 API Docs... Extensive Client Examples (Delphi for .NET C# VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 Delphi 2005 C++Builder C++BuilderX Office)