LMM Pricer

A library and Excel Spreadsheet for generating LIBOR Market Model sample paths.

Features

Excel Interface
CUDA

Project Activity

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License

GNU General Public License version 3.0 (GPLv3)

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Additional Project Details

Operating Systems

Windows

Intended Audience

End Users/Desktop, Financial and Insurance Industry, Science/Research

Programming Language

C, C++, Visual Basic for Applications (VBA)

Related Categories

C++ Financial Software, C Financial Software, Visual Basic for Applications (VBA) Financial Software

Registered

2014-04-08

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