CMSConvexityAdjustmentJava tool to calculate the CMS value | |
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CMSConvexityAdjustment Ranking & Summary
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- License:
- Freeware
- Publisher Name:
- Christian Fries
- Operating Systems:
- Mac OS X
- File Size:
- 1 KB
CMSConvexityAdjustment Tags
CMSConvexityAdjustment Description
CMSConvexityAdjustment is an application that allows you to find the CMS option using the LIBOR market model versus the Black-Scholes with Hunt-Kennedy Adjustment. CMSConvexityAdjustment is developed using the Java programming language and can be run on Mac OS X, Windows and Linux.
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