0 November (Due)
Yield Curve Construction
Given the following inputs: Curve Data
Design and implement software to read the input files and display (console):
Discount Factor Output
Some Requirements: Cash/FRA/Swaps Basis can be ACT/360 or ACT/365
Assignment #1 (Due: 28 September)
Download Bus Fare and provide the implementation to minimize the number
of coins remaining after tender the bus fare.
Submit a zip via LMES on or before 28 September. The zip should contain:
The downloaded Microsoft Visua
Assignment #3 (Due: 19 October)
Refer to the spreadsheet Loan Amortization.
Write a C+ program to accept inputs Loan Amount
Annual Interest Rate (%)
Term of Loan in Years
Start Date of Loan (yyyymmdd)
and display output Payment (per month). Note that the
Assignment #4 (Due: 9 November)
Download and study Asian Option Spreadsheet
Download Asian Option In BinomialPrice.cpp, implement buildTree
In testDriver.cpp, provide your runnable test cases
Submit a zip via LMES on or before 9 November. The
Assignment #0 (Due: 13 September)
Install Microsoft Visual C+ 2010 Express Edition on your computer.
Follow the steps in Microsoft Visual Studio.
For beginners, compile and run the C+ Sample Codes. Get yourself familiar
with the Visual Studio environment