Skip to content

Quarlos/bonds_zero_rate

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

2 Commits
 
 
 
 

Repository files navigation

bonds_zero_rate

Bond price given zero rate curve

When the zero rate curve r(0,t) is given explicitly (defined below in r_zero_rate), this program computes the price of the corresponding bond. The user inputs the cash flow dates, and the cash flows corresponding to the respective dates. The vector of dates and cash flows should be introduced separated by a space with return at the end with no space

About

Bond price given zero rate curve

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages