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Interest Rate Swap Pricer

By Geoverlay Ltd.

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Description

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

iPhone Screenshots

iPhone Screenshot 1
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Interest Rate Swap Pricer
View In iTunes
  • $2.99
  • Category: Finance
  • Released: Nov 02, 2012
  • Version: 1.0.0
  • Size: 0.2 MB
  • Language: English
  • Seller: GEOVERLAY LTD

Compatibility: Requires iOS 4.2 or later. Compatible with iPhone, iPad, and iPod touch.

Customer Ratings

We have not received enough ratings to display an average for the current version of this application.

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