Subscribe to our newsletter:

Interest Rate Swap Pricer

iPhone / iPad
  • Business
  • Finance
I want this app
Download from AppStore

This App allows you to price Vanilla Interest Rate Swaps.

-Ability to define IRS Trade and Interest Rate Curve
-Schedule Generation vs. a "Weekends-only" Calendar
-Use of ModifiedFollowing Business Day Convention
-Use of Act/360 Day Count Basis
-Forward Rates derived from the Curve
-Cash flow discounting
-PV's validated vs. QuantLib