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Question
How to value swaps in MATLAB?
I need to value 1000 swaps. Are there any inbuilt functions that can help me do that quickly?
12 years ago | 0 answers | 0
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answersQuestion
Problem Valuing Multiple Swaps using the function 'swapbyzero'
I have 1000 scenarios of interest rate term structres. Each scenario has various 'horizon dates' having a fixed interval between...
12 years ago | 1 answer | 0
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