lmm pricer

We have hosted the application lmm pricer in order to run this application in our online workstations with Wine or directly.

Quick description about lmm pricer:

A library and Excel Spreadsheet for generating LIBOR Market Model sample paths.

Features:

• Excel Interface
• CUDA

Audience: Financial and Insurance Industry, Science/Research, End Users/Desktop.

Programming Language: C++, C, Visual Basic for Applications (VBA).
Categories: