 | Dai-SingletonImplements Dai-Singleton affine term structure model into Fairmat. |
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Dai-Singleton Ranking & Summary
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- License:
- Freeware
- Price:
- FREE
- Publisher Name:
- Fermat Consulting SRL
- Publisher web site:
- http://www.fairmat.com/home/
- Operating Systems:
- Mac OS X 10.0 or later
- File Size:
- 8 KB
Dai-Singleton Tags
Dai-Singleton Description
Implements Dai-Singleton affine term structure model into Fairmat. Dai-Singleton is a Fairmat plug-in that provides a sophisticated and flexible model for the short rate.Dai-Singleton plug-in implements Dai-Singleton affine term structure model with 1,2,3 factors and also its extension known as essentially affine model. Requirements: · Fairmat Academic 1.0
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