Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Be the first to rate this file! 1 Download (last 30 days) File Size: 1.75 KB File ID: #41566 Version: 1.0
volatility to premium for swaptions (Black76 model)
01 May 2013
This function convert ATM volatility surface into swaption premiums and par rates.