Ditutup

Fixed Coupon Bond in Python

Fixed Coupon Bond

The goal of the project is to compute the market value of a portfolio if fixed coupon bonds taking into account the issuer credit risk. The input parameters to derive this curve are:

· The par rate of a set of Overnight Index Swaps (i.e. their market quotation)

· A set of survival probabilities and the recovery rate of the issuer

· The static data of the pool of bonds (nominal, start date, end date, coupons, payment frequency)

Notes and hints

Numerical results must be presented to the examining committee during a presentation in which the candidates will also explain the theoretical framework for evaluation of risky flows.

All maturities are expressed in months and rates are expressed as fractions of one (i.e. 0.01 means 1%).

Kemahiran: Python, Pasaran Kewangan

Lihat lagi: javascript calendar start end selected, calendar script start end date, php mysql start end time, netmask calc start end, upload video clip edit start end save, created power point presentation explains start businessslidessatisfied content experts touch make prestentation professionaltri, tsp fixed start end, python 1$, python 1, Land’o’Toys is a profitable, medium-sized, retail company. Several years ago, it issued a 6.5 percent coupon bond, which pa, zero coupon bond, coupon bond example, python 1 year experience, python ppt presentation download, ias 1 presentation of financial statements format, ias 1 presentation of financial statements pdf, ias 1 presentation of financial statements example, python [1:], python [-1:]

Tentang Majikan:
( 0 ulasan ) Barcelona, Spain

ID Projek: #21690916

3 pekerja bebas membida secara purata €37 untuk pekerjaan ini

nageshsrivastav9

.......................................................................................................

€40 EUR dalam sehari
(13 Ulasan)
3.0
hassanmustafa01

Hi, I have read your project description and willing to do this for you in your required time spam with 100% Satisfaction. Kindly message me so we can discuss in detail over chat......

€40 EUR dalam 2 hari
(0 Ulasan)
0.0
sirajahmadzai

Dear Hiring Manager, Thank you for the opportunity to apply for the React Developer role at your company. After reviewing your job description, it’s clear that you’re looking for a candidate that is extremely familiar Lagi

€30 EUR dalam 7 hari
(0 Ulasan)
0.0