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LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) fr a mework.
LIBOR-Market-Model-LMM
- LIBOR Market Model that is working on pricing of option and swap
normalise
- this code normalise iris,is written by libor masek,this code is usefull for iris recognition.