Fixed income related calculations in Python
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Updated
Apr 24, 2021 - Python
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coupon-bond
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This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
beta price call coupons put finance-derivatives american par zero-coupon coupon-bond finance-american
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Updated
Sep 9, 2017 - MATLAB
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