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
Requires iOS 6.0 or later. Compatible with iPhone, iPad, and iPod touch.
Interest Rate Swap Pricer is a free trial software application from the Accounting & Finance subcategory, part of the Business category.
The app is currently available in English and it was last updated on 2012-11-02. The program can be installed on iOS.
Interest Rate Swap Pricer (version 1.0.1) has a file size of 734.00 KB and is available for download from our website.
Just click the green Download button above to start. Until now the program was downloaded 0 times.
We already checked that the download link to be safe, however for your own protection we recommend that you scan the downloaded software with your antivirus.