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Interest Rate Swap Pricer 1.0.1 - App Store




About Interest Rate Swap Pricer

This App allows you to price Vanilla Interest Rate Swaps. Features: -Ability to define IRS Trade and Interest Rate Curve -Schedule Generation vs. a "Weekends-only" Calendar -Use of ModifiedFollowing Business Day...

This App allows you to price Vanilla Interest Rate Swaps. Features: -Ability to define IRS Trade and Interest Rate Curve -Schedule Generation vs. a "Weekends-only" Calendar -Use of ModifiedFollowing Business Day Convention -Use of Act/360 Day Count Basis -Forward Rates derived from the Curve -Cash flow discounting -PV's validated vs. QuantLib

Requires iOS 6.0 or later. Compatible with iPhone, iPad, and iPod touch.



Previous Versions

Here you can find the changelog of Interest Rate Swap Pricer since it was posted on our website on 2016-10-29 02:25:04. The latest version is 1.0.1 and it was updated on 2024-04-22 18:34:56. See below the changes in each version.

Interest Rate Swap Pricer version 1.0.1
Updated At: 2012-11-02


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Users Rating:  
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Downloads: 4
Updated At: 2024-04-22 18:34:56
Publisher: GEOVERLAY LTD
Operating System: IOS
License Type: Free Trial