fixedincome (Q5983826)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: fixedincome |
Fixed Income Models, Calculations, Data Structures and Instruments
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | fixedincome |
Fixed Income Models, Calculations, Data Structures and Instruments |
Statements
Fixed income mathematics made easy. A rich set of functions that helps with calculations of interest rates and fixed income. It has objects that abstract interest rates, compounding factors, day count rules, forward rates and term structure of interest rates. Many interpolation methods and parametric curve models commonly used by practitioners are implemented.
0 references
30 June 2023
0 references