Skip to content

vermosen/LiborModel

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

51 Commits
 
 
 
 
 
 
 
 

Repository files navigation

LiborModel

This small project aims at calibrating a market model using quantlib and to be used to price and manage exotic interest rate assets.

About

Market Model Calibration using QuantLib

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages