Link

FAIRMAT
  • English
  • Espaņol
  • Chinese

Plugins

Lattice

Version 1.0
Version date 2009-11-20
Requirements Fairmat Academic 1.0
Documentation view
Source download
Plugin's binary install
Author : Fermat Consulting
Description : Binomial trees implementation. It allows Fairmat to solve problem by using various lattice approximation schemes: CRR/BEG, NEK, GLT and AGLT.
Tags : Binomial Trees, Lattice
Downloads : 162

Fairmat is a trademark of Fermat Consulting SRL (P.IVA 03754840233). All rights reserved. | Amortizing swaps