LMMSimulation

LIBOR model simulation written in Java
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LMMSimulation Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Publisher Name:
  • Christian Fries
  • Operating Systems:
  • Mac OS X
  • File Size:
  • 1 KB

LMMSimulation Tags


LMMSimulation Description

LMMSimulation is an application that allows you to explore the evolution of the interest rate curve under a lognormal LIBOR model. LMMSimulation is developed using the Java programming language and can be run on Mac OS X, Windows and Linux.


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