LMM Simulation

LIBOR market model simulation written in Java
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LMM Simulation Ranking & Summary

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

LMM Simulation Tags


LMM Simulation Description

LMM Simulation is a small, easy to use simulation of the LIBOR market model that displays the shape of the forward rate curve. LMM Simulation is developed using the Java programming language and can be run on Mac OS X, Windows and Linux.


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