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source | 2014-04-16 | ||
README.txt | 2014-04-16 | 2.8 kB | |
LMMPricer.xlsm | 2014-04-16 | 120.5 kB | |
LMMPricer.dll | 2014-04-16 | 715.8 kB | |
LMMIcon.ico | 2014-04-16 | 17.0 kB | |
LICENSE.txt | 2014-04-16 | 35.1 kB | |
autorun.inf | 2014-04-16 | 60 Bytes | |
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LIBOR MARKET MODEL DERIVATIVES PRICER [ README File ] ------------------------------------------------------------- Contents: ------------------------------------------------------------- 1. About 2. Contact 3. License 4. Use ------------------------------------------------------------- 1. ABOUT ------------------------------------------------------------- README: Version: 0.2 Date: April 9, 2014 LIBOR Market Model Derivatives Pricer: Version: 0.2 Date: April 9, 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. Excel and Windows are copyrights of the Microsoft Corporation www.Microsoft.com CUDA is a copyright of the Nvidia Corporation www.Nvidia.com ------------------------------------------------------------- 2. CONTACT ------------------------------------------------------------- Doug Daly Email: douglas (dot) daly89 (at) gmail (dot) com ------------------------------------------------------------- 3. LICENSE ------------------------------------------------------------- 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. ------------------------------------------------------------- 4. USE ------------------------------------------------------------- Background ========== Requirements: This program currently only supports Microsoft Windows operating systems. Though the C++ code is cross-platform compatible with minor changes. This program requires that you have a licensed, authentic version of Microsoft Excel for use of the Excel UI. Security Notice: This program dynamically loads DLL files using VBA. When you open the workbook you need to enable macros in order to use the functions of the program. The source code is provided for transparency and ensure the user there is no malicious code. Help with Use: See the included getting-started.html for detailed instructions and help on how to use this software.