Demo, $179.00
... COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, ... Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. General Pricing Framework offers the following predefined Models and Contracts: Contracts: Asian Option, Binary Option, Cap, ... Option, Parasian Option, Forward and Future. Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, ...
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