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"WebCab Bonds (J2EE Edition)" snapshot
EJB Suite for Interest derivatives pricing, FRAs, Duration, Yield,...
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30% of users liked this software
January 1, 2005
Description from the Publisher
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. 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. We also cover the topics of Fixed-Interest bonds.
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