interest-rate-sensitivity

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katravathManoj / Pricing-Fixed-Income-Instruments

This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.

sensitivity-analysis bond-pricing discounting dv01 sofr swap-pricing yield-curve-construction interest-rate-sensitivity pv01 zero-coupon-curve cashflow-generation

Updated Oct 30, 2024
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