From: John M. <joh...@ya...> - 2004-03-31 15:09:40
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I would like to thank all who created this incredible resource. I have built many pricing models and hate reinventing the wheel. This is my first time using this library so I apologize ahead of time for dumb questions for you experienced users. Having said that, I am building a MC mortgage pricing model. I would like to use as much of the library as possible to keep development time down. Has anyone developed a Mortgage Instrument? I was going to use just one side of a Swaption and set the floating rate to 0 however, this works for swaps but is not working for swaptions. Thanks. __________________________________ Do you Yahoo!? Yahoo! Finance Tax Center - File online. File on time. http://taxes.yahoo.com/filing.html |