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Description du projet

NOTE: Only Version 0.1 is up. It's basically an Alpha version - not particularly useful but the code could be useful for others working on similar projects. Version 0.2 is coming soon.

A library and Excel Spreadsheet for generating LIBOR Market Model sample paths and valuing various non-vanilla interest-rate derivatives using the LMM.

Système requise

System requirement is not defined

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Latest 5 files
Nom Taille Date Télécharger compter
getting-started.html 22.7 KB 2014-04-24 03:26 1
markettab-1.png 201.2 KB 2014-04-24 03:25 3
lmmlogo.png 15.1 KB 2014-04-24 03:25 2
MathHelper.h 0.9 KB 2014-04-24 03:24 9
MathHelper.cpp 1.7 KB 2014-04-24 03:24 3
All Files
0.2.1
x64
htdocs
getting-started.html22.7 KB2014-04-24 03:261
images
markettab-1.png201.2 KB2014-04-24 03:253
lmmlogo.png15.1 KB2014-04-24 03:252
source
MathHelper.h0.9 KB2014-04-24 03:249
MathHelper.cpp1.7 KB2014-04-24 03:243
LMMPricer.def0.2 KB2014-04-24 03:240
LMM.cuh2.6 KB2014-04-24 03:241
LMM.cu17.5 KB2014-04-24 03:231
ExcelFunctions.h1.6 KB2014-04-24 03:231
ExcelFunctions.cpp5.2 KB2014-04-24 03:232
README.txt2.7 KB2014-04-24 03:230
LMMPricer.xlsm124.0 KB2014-04-24 03:230
LMMPricer.dll699.0 KB2014-04-24 03:232
LMMIcon.ico16.6 KB2014-04-24 03:231
LICENSE.txt34.3 KB2014-04-24 03:231
autorun.inf0.1 KB2014-04-24 03:232
README0.4 KB2014-04-24 03:211
LMMPricer_0.2.1_x64.zip607.0 KB2014-04-24 03:212
0.2
LMMPricer_0.2_x86.zip773.3 KB2014-04-17 02:092
LMMPricer_0.2_x64.zip600.5 KB2014-04-17 02:091
x64
htdocs
getting-started.html22.4 KB2014-04-17 02:081
images
markettab-1.png201.2 KB2014-04-17 02:081
lmmlogo.png15.1 KB2014-04-17 02:082
source
MathHelper.h0.9 KB2014-04-17 02:0818
MathHelper.cpp1.7 KB2014-04-17 02:082
LMMPricer.def0.2 KB2014-04-17 02:080
LMM.cuh2.6 KB2014-04-17 02:081
LMM.cu17.5 KB2014-04-17 02:081
ExcelFunctions.h1.6 KB2014-04-17 02:083
ExcelFunctions.cpp5.2 KB2014-04-17 02:071
README.txt2.7 KB2014-04-17 02:071
LMMPricer.xlsm117.7 KB2014-04-17 02:076
LMMPricer.dll699.0 KB2014-04-17 02:074
LMMIcon.ico16.6 KB2014-04-17 02:073
LICENSE.txt34.3 KB2014-04-17 02:071
autorun.inf0.1 KB2014-04-17 02:071
x86
source
MathHelper.h0.9 KB2014-04-17 02:050
MathHelper.cpp1.7 KB2014-04-17 02:052
LMMPricer.def0.2 KB2014-04-17 02:050
LMM.cuh2.6 KB2014-04-17 02:050
LMM.cu17.5 KB2014-04-17 02:051
ExcelFunctions.h1.6 KB2014-04-17 02:051
ExcelFunctions.cpp5.2 KB2014-04-17 02:051
README.txt2.7 KB2014-04-17 02:021
LMMPricer.xlsm117.7 KB2014-04-17 02:022
LMMPricer.dll813.0 KB2014-04-17 02:020
LMMIcon.ico16.6 KB2014-04-17 02:021
LICENSE.txt34.3 KB2014-04-17 02:022
autorun.inf0.1 KB2014-04-17 02:021
htdocs
getting-started.html22.4 KB2014-04-17 02:011
images
markettab-1.png201.2 KB2014-04-17 02:011
lmmlogo.png15.1 KB2014-04-17 02:014
README0.5 KB2014-04-17 01:553
0.1
README0.6 KB2014-04-09 03:376
LMMPricer_0.1_x64.zip828.9 KB2014-04-09 03:153
x64
source
LMMExcel lib
LMMExcel.def0.1 KB2014-04-09 03:142
LMM.cuh2.0 KB2014-04-09 03:142
LMM.cu15.4 KB2014-04-09 03:144
ExcelFunctions.h1.1 KB2014-04-09 03:143
ExcelFunctions.cpp4.3 KB2014-04-09 03:141
PyFunctions
PyFunctions.py3.2 KB2014-04-09 03:142
htdocs
images
markettab-1.png201.2 KB2014-04-09 03:111
lmmlogo.png15.1 KB2014-04-09 03:115
getting-started.html27.6 KB2014-04-09 03:101
README.txt3.6 KB2014-04-09 03:091
PyFunctions.pyc2.5 KB2014-04-09 03:094
LMMPricer.xlsm109.7 KB2014-04-09 03:0916
LMMIcon.ico16.6 KB2014-04-09 03:092
LMMExcel.dll877.0 KB2014-04-09 03:0911
LICENSE.txt34.3 KB2014-04-09 03:092
LGPL.txt7.5 KB2014-04-09 03:091
ExcelPython27.tlb6.3 KB2014-04-09 03:0948
ExcelPython27.dll86.5 KB2014-04-09 03:0954
autorun.inf0.1 KB2014-04-09 03:093