Discontinued App

Interest Rate Swap Pricer

This App allows you to price Vanilla Interest Rate Swaps. Features: -Ability to define IRS Trade and Interest Rate Curve -Schedule Generation vs. a "Weekends-only" ...

QR Scan this code with your mobile device to download this app

Description

This App allows you to price Vanilla Interest Rate Swaps. Features: -Ability to define IRS Trade and Interest Rate Curve -Schedule Generation vs. a "Weekends-only" Calendar -Use of ModifiedFollowing Business Day Convention -Use of Act/360 Day Count Basis -Forward Rates derived from the Curve -Cash flow discounting -PV's validated vs. QuantLib

More

Technical specifications

Version: 1.0.1

Size: 234.36 KB

System:

Price: 2,67 €

Developed by Geoverlay Ltd.

Day of release: 2012-11-2

Recommended age: 4+

Comments about Interest Rate Swap Pricer

*We won´t use your data for marketing purposes, we only need to check your email

Do you know how to install the app?

Download Interest Rate Swap Pricer

Similar apps to Interest Rate Swap Pricer

We use cookies to improve our services and tailoring our ads to match your requirements and navigation habits. Accept · Read more