Skip to content
#

forwards

Here are 3 public repositories matching this topic...

Language: All
Filter by language

Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

  • Updated Mar 31, 2023
  • Go

Improve this page

Add a description, image, and links to the forwards topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the forwards topic, visit your repo's landing page and select "manage topics."

Learn more