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Home › Lectures › Interest rates 1: Introduction to exotic derivatives
- Introduction to module “Interest Rate Derivatives” as part of class “Advanced Derivatives”
- A real-life example of an exotic derivative
- Structure of a derivative term sheet
- Pricing tools and pricing software
- QuantLib: an open-source tool
- QuantLibXL: using QuantLib on a spreadsheet
- Object handler and defining objects on a spreadsheet
- Day counters, business calendars, and end-of-month conventions
- Examples using QuantLibXL
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