3-in-1: .NET COM and xml Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General Monte Carlo pricing framework: wide range of contracts price interest and vol models. Price European Asian American Lookback Bermuda and Binary Options using Analytic Monte Carlo and Finite Difference in accordance with a number of vol price volatility and rate models. 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