HJM model and swaption pricing

I need to submit an assignment on HJM model and pricing a swaption based on it. The model needs to be implemented in C++ using initial yield curve data from FED. After the PCA calibration, an example swaption needs to be priced based on the model. The math and c++ code needs to be provided in a step-by-step manner. I am a student and the price can be negotiated.

Kemahiran: Pengaturcaraan C++

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Tentang Majikan:
( 1 ulasan ) Chatham, United States

ID Projek: #17673294

3 pekerja bebas membida secara purata $208 untuk pekerjaan ini


I am very proficient in c and c++. I have 16 years c++ developing experience now, and have worked for more than 7 years. My work is online game developing, and mainly focus on server side, using c++ under Linux environ Lagi

$100 USD dalam 2 hari
(80 Ulasan)

Hello. I've just checked all requirements of your project 'HJM model and swaption pricing'. I'm senior full stack software developer and I'm able to perform your project and you'll be interesting with me,please come in Lagi

$25 USD dalam sehari
(3 Ulasan)

Hey I propose fastest delivery here, please message if you are interested Thank you, Best Regards

$500 USD dalam 2 hari
(6 Ulasan)