Previous Topic

Next Topic

Vanilla Cap, Floor, Collar Functions

In This Section

oIRcap1_Price( ) - Interest Rate Cap Floor or Collar 1 Price Function

oIRcap1_CFM( ) - Interest Rate Cap Floor or Collar 1 Cash Flow Map Function

oIRcap1_ZCC( ) - Interest Rate Specified (Zero) Cost Collar 1 Function

Return to www.derivativepricing.com website

Copyright 2013 Hedgebook Ltd.