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XLeratorDLL/financial Documentation

.NET LogNormal Interest Rate Lattice


LogNormalIRLattice
Updated: 16-Feb-2017
Use the .NET function LogNormalIRLattice to calculate the zero-coupon curve, calibrated forward rates, discount factors, and cash flows used in the calculation of a bond's price using its option-adjusted spread.


View .Net LogNormalIRLattice function full documentation...


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