ESG – Yield curve simulation tool is a lightweight application with minimal memory consumption providing you with future interest rates risk-neutral scenarios. The tool implements the Hull-White one-factor approach, very often applied for such purposes. Inputs to this simulation also are the market yield curve (possibly prepared by Yield Curve Fitting tool) and Hull-White model parameters calibrated to the market data (possibly derived from ESG - Yield Curve Calibration tool).
Although the application is easy to understand, contains the detailed User Guide as well as a Help feature, we also can provide you with comprehensive training of the tool handling and related theory.
If required, we also can agree on tailor-made adjustments of the tool to cover your specific needs.
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