Derivative Software

ODEcalc for Windows: An Ordinary Differential Equation (ODE) Calculator! State your equation and boundary or initial value conditions and it solves your problem. Plots solution y and derivative ydot versus x. Solves most Boundary Value Problems (BVP) and Initial Value Problems (IVP) for Nth order ODE. ODE may be non-linear, implicit, and any order. Source code included ... it's short! Great teaching tool! A Fortran Calculus demo appl.

STFMath, technically enhanced math utility, allows you to: draw Cartesian (standard or parametric) and Polar functions, special functions (Gamma,Beta,Fourier, Blancmange) or Integral (with Average preview) in MDI (Multi Documents Interface) supported Graph Mode (open up to 10 independent graph documents in the same window).

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also 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. Download then "java -jar *.jar" at prompt.