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Financebdt freeware
 

Financebdt

Added: July 03, 2010 | Visits: 762

Finance::BDT Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...


Platforms: *nix

License: Freeware Size: 4.1 KB Download (112): Finance::BDT Download