4 Forum Coins: Interest Swap Pricing Excel Model: Full Source Code Disclosured

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[size=100%][size=100%]Hi All, This is the interest rate swap model I developed for my company, but here is simplified for your using. The formula and calculation tradition follows JP Morgan's tradition. So this file's calculation is very close to market price. Here the full code can be found in VBA Editors. Enjoy.

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关键词：Disclosure interest closure Pricing Pricin simplified developed interest company market

楼主，请问哪里能找到Libor Curve的数据？

1# selenaH
楼主，请问哪里能找到Libor Curve的数据？

非常感谢楼主

thank you very much for your sharing

kan kan kan

thanks very much