Programming Assignment 29.1.5 Consider an IAS with an amortizing schedule that depends solely on the prevailing k-period
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Programming Assignment 29.1.5 Consider an IAS with an amortizing schedule that depends solely on the prevailing k-period spot interest rate. This swap’s cash flow depends on only the prevailing principal amount and the prevailing k-period spot interest rate. Design an efficient algorithm to price this swap on a binomial short rate tree.
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Related Book For 
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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