fixedincome (Q5983826): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank |
Revision as of 14:16, 7 March 2024
Fixed Income Models, Calculations, Data Structures and Instruments
Language | Label | Description | Also known as |
---|---|---|---|
English | fixedincome |
Fixed Income Models, Calculations, Data Structures and Instruments |
Statements
Fixed income mathematics made easy. A rich set of functions that helps with calculations of interest rates and fixed income. It has objects that abstract interest rates, compounding factors, day count rules, forward rates and term structure of interest rates. Many interpolation methods and parametric curve models commonly used by practitioners are implemented.
0 references
30 June 2023
0 references