@UNIVSWAP - Universal Swap Add-in (10.0.06)

UNIVSWAP is an interest rate and cross-currency swap add-in. It builds a No-Arbitrage term structure model for interest rates & volatilities (using mean reversion) from any combination of bonds, swaps, bills, deposits and/or futures. This term structure is used to consistently price instruments, including Bonds, Swaps, FRAs, IRGs, Caps, Collars,...