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"WebCab Bonds (J2SE Edition)" snapshot
General Interest derivatives pricing API framework. And FRAs, Duration, Yield,..
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January 1, 2005
Description from the Publisher
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.
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