Think in IT & Finance
IT and Quantitative Research
Showing posts with label
Interest rate
.
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Showing posts with label
Interest rate
.
Show all posts
Tuesday, September 3, 2013
IRModel Graph 1
I am working on a C++ interest rate model project recently. With the help of Prof Robert, I managed to draw the following graph about yield curve under vasicek model with the data generated from my code:
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