Skip to content

Latest commit

 

History

History
29 lines (23 loc) · 997 Bytes

README.md

File metadata and controls

29 lines (23 loc) · 997 Bytes

final.final

Financial analytics library Copyright (c) 2004 - 2012 by Marek Sestak, [email protected]

A set of functions/classes to perform various fixed income calculations in C++, mainly:

  • price-yield conversions,
  • risk measures (duration, modified duration, risk),
  • daycount calculations,
  • accrued interest,
  • coupon dates/amounts paid out.

License

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.