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Bermudan Swaption pricing using LS Approach #24

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domokane opened this issue Oct 1, 2020 · 0 comments
Open

Bermudan Swaption pricing using LS Approach #24

domokane opened this issue Oct 1, 2020 · 0 comments
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enhancement New feature or request Finance Quant

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@domokane
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domokane commented Oct 1, 2020

Implement swaption pricing using Longstaff-Schwartz approach.
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