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Program Name: LMM Simulation

License Type: Shareware

Date Released: May 03, 2013


LMM Simulation vNew Instant Download

LMM Simulation Desciption:


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LMM Simulation is a lightweight application built in Java that you can use to determine the autocorrelation of forward rates based on a simple LIBOR market model.The simulation parameters are customizable: you can change the time horizon, the rate period length and the autocorrelation offset values. The application automatically adjusts the autocorrelation plot depending on the values you input.




License: Shareware | Price: $0.00 | Downloads (106)

Platform: Windows All


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