Convexity. Download then "java -jar *.jar" at prompt. WebCab Bonds implements the following functionality: - Fundamental Theory of Bonds - Pricing and Yield - Constructing the Zero Rate Curve - Forward Rates and FRAs - Duration and Convexity - Yield of Fixed-Interest Bonds on Interest payment dates - Interest Calculations This product also contains the following features: GUI Bundle - we bundle a suite of graphical user interface JavaBean components

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ExportXL is an easy to use AutoCAD add-in for quantity takeoffs. Establish an open channel with Microsoft Excel and send area, length and volume data to different workbooks and worksheets. Control fonts, optional calculation of sums/averages and "where-to-send" options with one click. Work in large drawings easily by building an export list in stages.Join objects or make "convex hulls" in the process with one click.

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Learn some of the vital basics on computer game design in this eBook. Find out some of the bare essentials you need to know about designing games for the PC platform. The sections available in this eBook are: Web-based versus Standalone Games, Difference Between concave and convex for 3D collisions, and finally Recommended Resources.

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Looking Glass is an interactive physics package that helps students visualize and understand the effects of optical components on light rays. While creating and exploring their own lenses and mirrors, students encounter the core concepts in optics.

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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`s, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. This product also has the following technology aspects: Extensive Client Examples (Delphi for .NET, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 & 2005, C++Builder, Office)

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EJB Suite offering 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.

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