HJM model and swaption pricing

$10-30 USD

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più di 5 anni fa

$10-30 USD

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I need to submit an assignment on HJM model and pricing a swaption based on it. The model needs to be implemented in C++ using initial yield curve data from FED. After the PCA calibration, an example swaption needs to be priced based on the model. The math and c++ code needs to be provided in a step-by-step manner. I am a student and the price can be negotiated.

C++ Programming

Rif. progetto: 17673294

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Attivo 6 anni fa

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2 freelance hanno fatto un'offerta media di $300 USD

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I am very proficient in c and c++. I have 16 years c++ developing experience now, and have worked for more than 7 years. My work is online game developing, and mainly focus on server side, using c++ under Linux environment. I made many great projects using c++, for example, I made the tools which could convert java codes into c++ scripts, of course garbage collection included, this was very similar to a compiler, and was very complex. I also made our own mobile game using c++, I can show you the demo of client, if you like. I am very proficient in java also. I have a very good review on Freelancer.com, I never miss a project once I accept the job, you can check my review. Trust me, please let expert help you.

$100 USD in 2 giorni