CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit.

The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.Over 120 categories of financial functions are supported :Markets (Indexes, Calendar, FX objects)Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves) Query Market Curves (Query curves objects within the Market Curves category)Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured)Option Portfolios (40+ exotic option pricers.