| Description |
.NET, 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.
Utility Functionality included:
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).
This product also has the following technology aspects:
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 |
| Supported languages: English |
| Supported OS: Win95, Win98, WinME, WinNT 4.x, Windows2000, WinXP, Windows2003 |
| Installation: Install and Uninstall |
| Requirements: .NET Framework v1.0 (or higher) |
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| Release info |
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09/26/2004
Minor Update
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| Permissions |
Please feel free to:
1) Contact us at webcab@gmail.com to discuss further marketing opportunities.
2) Visit our parter site at http://www.webcabcomponents.com/partners/ to learn
more about our partner program. |
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| End user license agreement |
WebCab Portfolio for .NET Demo License
PLEASE READ THIS AGREEMENT CAREFULLY BEFORE
USING THE COMPONENT. WEBCAB WILL ONLY GRANT A
DEMO LICENSE FOR THIS COMPONENT IF YOU FIRST
ACCEPT THE TERMS OF THIS AGREEMENT.
In this license the vendor, WebCab Limited is
referred to as WebCab. The Demo version of the
Component is owned by WebCab, and is
copyrighted and licensed, not sold.
This is the license agreement for the demo of
the Portfolio .NET Service, herein referred to
as "demo".
WebCab grants you a nonexclusive license for
the Demo Component to be used by one developer
at any given time. The term "Demo" means the
original component with limited usage
restrictions and all whole or partial copies of
it, including portions merged into other
applications. The Components usage is
restricted using one or both of the following
methods:
1) Each client may call each function within
the .NET Service a limited number of times.
2) The data input set is predefined within the
bean.
In no instance may the licensee attempt to
remove or modify these restrictions.
A Demo consists of machine-readable
instructions, audio/visual content (such as
images, text, recordings, or pictures), and
related licensed materials.
Use of the Demo
1) One developer may use the Demo at any one
time, except as otherwise stated in this
section. You agree to ensure that anyone who
uses the Demo (accessed either locally or
remotely) does so only for your authorized use
and complies with the terms of this Agreement.
2) A Demo License is offered without charge, to
allow prospective full license holders to
better understand the capabilities of the
product.
3) The demonstration license, supplied with
this .NET Service, is valid for sixty days
after receipt of the licensed material. All
copies and related material must be deleted
within the sixty-day period.
The Demonstration License is non-transferable
4) A demonstration license cannot be upgraded
to any of the other License options, and cannot
be updated or upgraded to a new demonstration
version.
Limitations on copying or disassembling
licensed software
5) User may not take any steps, such as
altering, decompiling, disassembling, reverse
assembling, or reverse compiling, to derive the
source code equivalent of the Licensed Program.
Limitations on purposes of use; prohibition of
commercial use of licensed materials
6) Users may not provide services for a fee
using the demo.
7) Users may not release the demo version
within a commercial environment, application or
system.
8) Under no circumstances may a Permitted User
store any parts of the demo for the purposes of
resale or redistribution.
9) Except as expressly permitted above, the
demo may not be used for any (i)
fee-for-service use including providing access
to or selling copies of items, (ii) systematic
supply or distribution of portions of or items
from the demo in any form to anyone other than
an Authorized User, or (iii) any similar
activity.
Limitations on alteration or modification of
licensed materials
10) Licensee and its Authorized users may not
modify, adapt, transform, translate, or create
any derivative work based on any materials
included within the demo, or otherwise use any
such materials, in a manner that would infringe
the copyright therein. Any copyright notices,
other notices or disclaimers included WebCab
within the demo or any accompanying screen
displays may not be removed, obscured or
modified in any way.
11) Unless specifically authorized in writing,
licensed machine-readable forms may not be
combined, duplicated, divided or added to by
Licensee. If any licensed machine-readable form
is combined, duplicated, divided or added to,
such shall be deemed a licensed
machine-readable form subject to all terms and
conditions contained in this agreement.
Limited Warranty
12) WebCab warrants that the Demo herein will
perform substantially in accordance with the
accompanying written materials for a period of
sixty days from the date of receipt. Any
implied warranties on WebCab are limited to
sixty days. Some states do not allow
limitations on duration of an implied warranty,
so the above limitation may not apply to you.
13) The licensee's only remedy shall be, at
WebCab's option, replacement of the demo with
renewed license agreement. This Limited
Warranty is void if failure of the demo has
resulted from accident, abuse, or
misapplication.
NO OTHER WARRANTIES. WEBCAB DISCLAIMS ALL OTHER
WARRANTIES, EITHER EXPRESS OR IMPLIED,
INCLUDING BUT NOT LIMITED TO IMPLIED WARRANTIES
OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
PURPOSE, WITH RESPECT TO THE SOFTWARE AND THE
ACCOMPANYING WRITTEN MATERIALS. THIS LIMITED
WARRANTY GIVES YOU SPECIFIC LEGAL RIGHTS. YOU
MAY HAVE OTHERS, WHICH VARY FROM STATE TO
STATE. NO LIABILITY FOR CONSEQUENTIAL DAMAGES.
IN NO EVENT SHALL WEBCAB OR ITS SUPPLIERS BE
LIABLE FOR ANY DAMAGES WHATSOEVER (INCLUDING,
WITHOUT LIMITATION, DAMAGES FOR LOSS OF
BUSINESS PROFITS, BUSINESS INTERRUPTION, LOSS
OF BUSINESS INFORMATION, OR OTHER PECUNIARY
LOSS) ARISING OUT OF THE USE OF OR INABILITY TO
USE THIS WEBCAB PRODUCT, EVEN IF WEBCAB HAS
BEEN ADVISED OF THE POSSIBILITY OF SUCH
DAMAGES. BECAUSE SOME STATES DO NOT ALLOW THE
EXCLUSION OR LIMITATION OF LIABILITY FOR
CONSEQUENTIAL OR INCIDENTAL DAMAGES, THE ABOVE
LIMITATION MAY NOT APPLY TO YOU.
Force Majeure
15) Neither party shall be liable in damages or
have the right to terminate this Agreement for
any delay or default in performing hereunder if
such delay or default is caused by conditions
beyond its control including, but not limited
to Acts of God, Government restrictions
(including the denial or cancellation of any
export or other necessary license), wars,
insurrections and/or any other cause beyond the
reasonable control of the party whose
performance is affected.
Consequences of Unauthorized Use
16) Licensee shall promptly notify WebCab of
any infringements of copyrights or any
unauthorized use of the demo in print or
digital form of which they become aware.
Licensee shall cooperate with WebCab in any
investigation of such infringements or
unauthorized uses. WebCab shall have the sole
right, at its expense, to bring any action on
account of such infringements or unauthorized
uses provided that WebCab will not bring an
action against any Authorized user without
first consulting with Licensee. Licensee shall
cooperate with WebCab in any such action, in
such manner as WebCab may reasonably request
and at WebCab's expense. In the event of any
infringement or unauthorized use by an
Authorized User, Licensee shall take all
reasonable steps to cause such Authorized user
to cease such activity and to prevent any
recurrence thereof. In addition, WebCab may
terminate the Authorized User's demo license
agreement. |
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.NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.
