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ESG - Yield Curve Calibration


ESG - Yield Curve Calibration tool is prepared for fast and efficient calibration of the one-factor Hull-White model parameters with several analytical features to help you deciding about the most relevant results. Market yield curve - possibly created by Yield Curve fitiing tool - is one of the inputs to the calibration. Outputs from this tool may then be used as inputs to the ESG - Yield Curve Simulation tool.
Although the application is easy to understand, contains detailed User Guide as well as a Help feature, we also can provide you with a comprehensive training of the tool handling and related theory.
If required, we also can agree on tailor made adjustments of the tool to cover your specific needs.


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You must agree with the license agreement!

Files to download

User License Agreement 20255_ESG_Calibration_tool_2_00_User License Agreement.pdf 637.503 kB
Download demo 4513.769 kB
User guide ESG_Calibration_tool_2_00_User guide.pdf 977.757 kB
Short description ESG_Calibration_tool_2_00_Short description.pdf 261.514 kB

License prices:

1 computer station
5000 EUR
2 computer stations
7500 EUR
3 computer stations
10000 EUR
4 computer stations
11650 EUR
5 computer stations
13300 EUR
6 computer stations
14550 EUR
7 computer stations
15800 EUR
8 computer stations
16550 EUR
9 computer stations
17300 EUR

If you want to buy more license, please contact us.

DISCUSSION | Dear customers in the following discussion you can add your comments or remarks to this product.

16-04-2013 18:22:44

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