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    LMM Simulation

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    LMM Simulation description

    Generates the forward rates autocorrelation plot using a LIBOR market model

    LMM Simulation is a lightweight application built in Java that you can use to determine the autocorrelation of forward rates based on a simple LIBOR market model.

    The simulation parameters are customizable: you can change the time horizon, the rate period length and the autocorrelation offset values. The application automatically adjusts the autocorrelation plot depending on the values you input.

    Requirements:

    · Java

     Softpedia guarantees that LMM Simulation is 100% CLEAN, which means it does not contain any form of malware, including spyware, viruses, trojans and backdoors. [read more >]


    TAGS:

    		 autocorrelation plot | Monte Carlo simulation | LIBOR model | autocorrelation | Monte Carlo | simulation

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