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Published in Zenodo (CERN European Organization for Nuclear Research) • Feb 27, 2026
NobleIDNI6P121W379R318S007
Authors:
Yassine Idyiahia
Abstract
What's New Instruments Callable bonds (CallableFixedRateBond, CallableZeroCouponBond) with OAS analytics Convertible bonds (zero-coupon, fixed-coupon, floating-rate) with BinomialConvertibleEngine Equity instruments (EquityIndex, EquityTotalReturnSwap) BondForward, NonstandardSwaption, FloatFloatSwa...
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