This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
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Sep 16, 2017 - MATLAB
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zero-coupon
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Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to derivative pricing and risk analysis.
pca-analysis interest-rates yield-curve fixed-income g2 nelson-siegel hull-white zero-coupon vasicek-model cox-ingersoll-ross heath-jarrow-morton hjm
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Mar 3, 2026 - Jupyter Notebook
Application Django de conversion d'obligations classiques en obligations Zéro Coupon avec calculs financiers, graphiques, export PDF et historique
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May 19, 2026 - HTML
This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
beta price call coupons put finance-derivatives american par zero-coupon coupon-bond finance-american
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Updated
Sep 9, 2017 - MATLAB
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