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How to value swaps in MATLAB?
I need to value 1000 swaps. Are there any inbuilt functions that can help me do that quickly?
12 years 前 | 0 个回答 | 0
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Problem Valuing Multiple Swaps using the function 'swapbyzero'
I have 1000 scenarios of interest rate term structres. Each scenario has various 'horizon dates' having a fixed interval between...
12 years 前 | 1 个回答 | 0
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