LMM Correlation
Calculates the volatility and correlation on the LIBOR market.
Calculates the volatility and correlation on the LIBOR market.
Software Specs
Publisher:............ Christian Fries
License:............... Freeware
File size:.............. 2 KB
Downloads:.........
Release date:...... 01 Mar 2013
Last update:........ 09 Aug 2014
Publisher review for LMM Correlation :
Review by: Christian Fries
LMM Correlation is a lightweight and easy to use application designed to help you determine volatility and correlation on the LIBOR market.
Users can change the correlation and volatility structures. The application will automatically generate the LIBOR scatter plot, the volatility functions and the product prices. It is a handy tool for both investors and economics students.
Requirements:
Java
Operating system:
Windows 8, Windows 7, Windows Vista, Windows XP, Windows 2000, Windows 98
LMM Correlation download tags:
calculate volatility calculate correlation LIBOR scatter plot LIBOR
Copyright information:
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