CMSConvexityAdjustment

Java tool to calculate the CMS value
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CMSConvexityAdjustment Ranking & Summary

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  • Rating:
  • 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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