Topic: zero-coupon Goto Github
Some thing interesting about zero-coupon
Some thing interesting about zero-coupon
zero-coupon,This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
User: pontazaricardo
zero-coupon,This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
User: pontazaricardo
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