myQuant
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myQuant Details
myQuant is a Free Online Fixed Income Calculator:myQuant.com.au* Bootstrapping of the Curves (multi-curve framework)* Pricing of :- Interest Rate Swaps- Basis Swaps- Bonds and Asset Swaps- Vanilla Options- Cap/Floor- Swaptions.WebPricer (Excel):* All the functionalities of myQuant in Excel.* Creates the file with the Quotes to import in myQuant (requires Reuters or another data provider)myQuant doesn't provide the market data, you will need a data provider (preferably Reuters as the RICs are already in use in the WebPricer).
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http://www.myquant.com.au
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1
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myQuant Technologies
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