Interest Rate Swap Pricer app for iPhone and iPad

4.6 ( 9456 ratings )

Business Finance
Developer: Geoverlay Ltd.

2.99 USD

Current version: 1.0.1, last update: 7 years ago
First release : 01 Nov 2012
App size: 644 Kb

This App allows you to price Vanilla Interest Rate Swaps.

Features:
-Ability to define IRS Trade and Interest Rate Curve
-Schedule Generation vs. a "Weekends-only" Calendar
-Use of ModifiedFollowing Business Day Convention
-Use of Act/360 Day Count Basis
-Forward Rates derived from the Curve
-Cash flow discounting
-PVs validated vs. QuantLib