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LMM Pricer

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LIBOR Market Model Derivatives Pricer

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Description

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

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Features

  • Excel Interface
  • CUDA

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Additional Project Details

Intended Audience

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

Programming Language

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

Registered

2014-04-08

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