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7. Interest Rate Swap 모델링
23:54
YouTubedkc
7. Interest Rate Swap 모델링
본 강의는 이자율 스왑(Interest Rate Swap) 상품을 QuantLib으로 모델링하고 가치를 평가하는 과정을 다룹니다. 1. 스왑 조건 및 설정 강의에서 사용된 스왑은 Fixed Rate Receiver 타입입니다11. • 기간: 2024년 8월 30일 발행, 5년 만기 (2029년 8월 30일)2. • 고정금리 (Receive): 3.5% ...
1 views2 days ago
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