Interest Rate Swap Pricer
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