Lecture Computational Finance 2 / Appl. Math. Fin. 08: Interest Rate Products (1)

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Lecture on Computational Finance 2 / Applied Mathematical Finance and its Object Oriented Implementation. Session 08: Interest Rate Products (1)

The first session on interest rate products.
- Simple Interest Rate Products
- Value of a Floater
- Moving the Payment Date
- Simple Swap and Swap Rate
- Generalized Swap Definition
  1. finmath
  2. computational finance
  3. mathematical finance
  4. interest rates
  5. zero bond
  6. forward rate
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