Compare Proposal

Nothing to compare.

Overnight index swap

  • Posted at : 1 month ago
  • Post Similar Project
600

Budget
2
Proposals
68
Views
Open
Status

Posted By -

EH

0.0
Projects Posted : 11
Projects Paid : 0
Services Purchased : 0
Total Spent :
0
Feedbacks : 0 %

Project Details show (+) hide (-)

Build an OIS (Overnight index swap) pricer. To predict OIS using fed fund rates for short term maturity. Up to 1 year. The model should be use to predict OIS rateS. There should be an OIS curve too

Your Job Feed