Neste artigo, veremos como precificar um empréstimo no modelo Loan Bullet.

Descrição dos campos:
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CurrencySpot -
LoanType -

Company -
Manager -

TradeDate -
ReferenceDate -
Notional -
AccruedValue -
FutureValue -

CalendarSpot -
Trade-Expiry Bd -
Trade-Expiry Cd -
ExpirationDate -

InterestCurveGroup -
SpreadCurveGroup -
RatingCurveGroup -

TradeInterest -
InterestBase -
TradeInterestCalendar -

TradeSpreadType -
TradeSpread -
TradeSpreadBase -
TradeSpreadCalendar -

TradeRating -
TradeRatingSpreadType -
TradeRatingRate -
TradeRatingBase -
TradeRatingCalendar -

TradeLoan -
TradeLoanBase -
TradeLoanCalendar -

Price -
Finance -
Theta -
ThetaF -
Rho -
RhoF -
RhoSpread -
RhoSpreadF -
RhoRating -
RhoRatingF -

Reference-Expiration Bd -
Reference-Expiration Cd -

ReferenceInterest -
InterestBase -
ReferenceInterestCalendar -

ReferenceSpreadType -
ReferenceSpread -
ReferenceSpreadBase -
ReferenceSpreadCalendar -

ReferenceRating -
ReferenceRatingSpreadType -
ReferenceRatingRate -
ReferenceRatingBase -
ReferenceRatingCalendar -

ReferenceLoan -
ReferenceLoanBase -
ReferenceLoanCalendar -

Tutorial: