This is a very small project related to finance by using excel as well.
Here is basic concept:
•Design and implement the functions to build a zero curve.
The curve should take prices of liquid market instruments as inputs:
Please refer to attachments Curve Example and Tokyo Holiday for detail input requirements.
For a given curve, GetDiscountFactor will return the discount factor for an input date.
oVC++ project readily rebuilding the application
oHigh level pseudocode for key functions
oInput formats and sample working input file
oUser guide including an example of usage
I am a new C++ programmer, have no idea how to do this. If someone is interested in this job, please contact with me at email@example.com.