| wjx371159023 (1) | |
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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. o BuildZeroCurve The curve should take prices of liquid market instruments as inputs: •Cash Rates •Futures Prices •Swaps Rates Please refer to attachments Curve Example and Tokyo Holiday for detail input requirements. •GetDiscountFactor For a given curve, GetDiscountFactor will return the discount factor for an input date. •Submission requirements: oVC++ project readily rebuilding the application oHigh level pseudocode for key functions oInput formats and sample working input file oAll assumptions 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 brucynew@gmail.com. | |
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| motapratik (39) | |
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i sent mail.. i am 3 Year Exp in C++, finance/Trading Software development Email: mota.pratik@gmail.com Skype: mota.pratik | |
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