LMM Pricer Files

LIBOR Market Model Derivatives Pricer

Status: Alpha

Brought to you by: dougd720

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Name	Modified	Size	InfoDownloads / Week
Parent folder
x64	2014-04-16		0
x86	2014-04-16		0
LMMPricer_0.2_x86.zip	2014-04-16	791.8 kB	0
LMMPricer_0.2_x64.zip	2014-04-16	615.0 kB	0
README	2014-04-16	521 Bytes	0
Totals: 5 Items		1.4 MB	0

LMM Pricer
==========
Version: 0.2
Date: April 12, 2014
Author: Doug Daly

Notes:
------

I've included a 32-bit version but have no idea whether or not it will work (only have a 64-bit system).

To use simply download the ZIP file for all the files required.

The easiest way to use it is to download the ZIP, un-zip and burn all files to a CD.

PLEASE read the README.txt and view the htdocs/getting-started.html before using so you know what you need!

Stay tuned for better versions and new features!

Source: README, updated 2014-04-16

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LMM Pricer Files

LIBOR Market Model Derivatives Pricer

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