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Bermudan Swaption pricing code Longstaff Schwartz method
Hi; Anyone that can help with Bermudan swaptions pricing MATLAB code/ example using Longstaff Swartz method. Thanks Ruth
7 years 前 | 0 个回答 | 0
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swapbyzero curve error: Operands to the || and && operators must be convertible to logical scalar values. Error in cell/subsref Error in finargsz (line 220) varargout{iArr} = subsref( varargin{iArr}, Sub); Error in swapbyzero (line 230
Operands to the || and && operators must be convertible to logical scalar values. Error in cell/subsref Error in finargsz ...
8 years 前 | 1 个回答 | 0
