Myquant
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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- 1founder quantitative library pricing and risks swaps, bonds, options, curves and sabr
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