LMM Correlation Calculates the volatility and correlation on the LIBOR market.
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LMM Correlation Tags

volatility correlation

LMM Correlation Description

LMM Correlation is a lightweight and easy to use application designed to help you determine volatility and correlation on the LIBOR market. Users can change the correlation and volatility structures. The application will automatically generate the LIBOR scatter plot, the volatility functions and the product prices. It is a handy tool for both investors and economics students.

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