Derivatives, financial instruments whose value derives from an underlying asset, serve diverse purposes in global markets. They enable investors to hedge risks, speculate on price movements and ...
One strategy for earning income with derivatives is selling (or "writing") options to collect premium amounts. Options often expire worthless, allowing the option seller to keep the entire premium ...
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction ...