finmath.net
finMath.net: Spreadsheets
http://finmath.net/spreadsheets
The spreadsheets are given in Excel (xls) and OpenOffice (ods) format and require the Java Object Handler for Spreadsheets, "Obba". You may retrieve the spreadsheets from the. Repository or via download as ZIP archives (see below). Interest Rate Curves (Multi-Curve / OIS Discounting). Calibration of curves (see package. Netfinmath.marketdata.model.curves. Although the specific algorithm used is a calibration and not a classical bootstrap, this is sometimes called "curve bootstrapping". Monte-Carlo Simula...
finmath.net
finMath.net: LIBOR Market Model
http://finmath.net/topics/libormarketmodel
This page describes the implementation of a simple LIBOR Market Model. The model is single-currency, single-curves (although extensions are straight forward). For details on the methodology see. Fries, Christian: Mathematical Finance. Theory, Modeling, Implementation. Wiley 2007. ISBN 0-470-04722-4. Spreadsheet interface to Java classes related to the LIBOR market model. Left: model specification sheet. Right: Swaption implied volatility calibration. LIBOR Market Model.zip. Example is an object of class.
finmath.net
finMath.net: Curve Calibration
http://finmath.net/topics/curvecalibration
For details on the methodology see. Fries, Christian P.: Curves: A Primer. Definition, Calibration and Application of Rate Curves. (December 27, 2012). http:/ ssrn.com/abstract=2194907. The calibration of the model is performed as a multi-threaded global optimization. Hence the calibration greatly profits from a multi-core architecture. It uses as many threads as degree of freedoms (e.g. calibrating 5 curves, each with 20 points will use up to 100 threads). You may explore the algorithm via a spreadsheet.
rsatriothoughtsandexperiences.wordpress.com
Perpaduan sempurna antara Excel dan Java – My Experiences, Thoughts and Opinion on Things
https://rsatriothoughtsandexperiences.wordpress.com/2016/08/07/perpaduan-sempurna-antara-excel-dan-java
My Experiences, Thoughts and Opinion on Things. Always rely on data and always have an escape plan …. Perpaduan sempurna antara Excel dan Java. Tulisan kali ini membahas tentang sesuatu yang baru gw temukan. Jadi ceritanya, gw ingin mengambil data dari database RDBMS dan menaruhnya ke excel. Jadi kita menggunakan Excel/spreadsheet, yang dicintai oleh karyawan kantor pada umumnya, menjadi GUI untuk program Java kita. Apakah itu mungkin? Sangat mungkin, karena ada library yang bernama Obba. Dari diagram di...
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