LMM Pricer Files

															
LIBOR MARKET MODEL DERIVATIVES PRICER			

[ README File ]

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Contents:
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	1.	About
	2.	Contact
	3.	License
	4.	Use

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1.	ABOUT
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	README:
		Version: 0.1
		Date:	 April 3, 2014
		
	LIBOR Market Model Derivatives Pricer:
		Version: 0.1
		Date:	 April 3, 2014
		
	Author:
		Douglas James Daly Jr.
			Undergraduate
			B.Sc. Physics
			B.Sc. Applied Mathematics & Statistics
			The Johns Hopkins University
			Class of 2014

	Copyrights:
		All software and source code are Copyright (C) 2014 to Douglas James Daly Jr.
		except as noted below.
		
		ExcelPython is a copyright of Eric Reynolds
			ExcelPython is licensed under the LGPL (see LGPL.txt file)
			sourceforge.net/projects/excelpython/
			
		Excel and Windows are copyrights of the Microsoft Corporation
			www.Microsoft.com
			
		Python is a copyright of the Python Software Foundation
			www.Python.org
		
		CUDA is a copyright of the Nvidia Corporation
			www.Nvidia.com
			
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2.	CONTACT
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	Doug Daly 
		Email:	douglas (dot) daly89 (at) gmail (dot) com

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3.	LICENSE
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	This software is provided AS IS.  The author takes no responsibility for its use
	or the potential consequences of its use.
	
	This software is licensed under the GNU General Public License (GPL).  Please see
	the LICENSE.txt file for a copy of the GPL.
	
	Basically you are free to use, modify, reproduce, distribute, etc. this program and
	its source code provided you (a) give credit to the author, (b) include a copy of
	the GPL with any distributions and (c) license any such work under the GPL.  
	See LICENSE.txt for details.
	
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4.	USE
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Background
==========

	Requirements:
	
		This program currently only supports 64-bit Microsoft Windows operating systems.
		Though the C++ code is cross-platform compatible with minor changes.
		
		This program requires Python in order to function properly.  Python is cross-platform
		compatible and can be acquired from Python.org.  This program requires that Python have
		the SciPy and NumPy packages installed.
	
		This program requires that you have a licensed, authentic version of Microsoft
		Excel 64-bit for use.
		
		To utilize the GPGPU speed-up in generating LMM paths you must have a CUDA-enabled
		graphics card.  Otherwise you can only generate paths on your CPU (which is still
		pretty quick).
	
	Security Notice:
	
		This program dynamically loads DLL and TLB files using VBA.  When you open the workbook you
		need to enable macros in order to use the functions of the program.  You must also allow Excel
		to trust the VBA Project Model (See FAQs for help on this). The source code is provided for
		transparency and ensure the user there is no malicious code.  The source code for the ExcelPython
		library can be found on sourcefourge.net/projects/excelpython/ for users to verify that it is
		malicious-code free.

	Help with Use:
	
		See the included getting-started.html and faqs.html for detailed instructions and help on how
		to use this software.