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		<title>LIBOR Market Model</title>
		<link>http://farkow.com/2010/04/libor-market-model/</link>
		<comments>http://farkow.com/2010/04/libor-market-model/#comments</comments>
		<pubDate>Thu, 01 Apr 2010 19:45:04 +0000</pubDate>
		<dc:creator>Farkow</dc:creator>
				<category><![CDATA[Development]]></category>
		<category><![CDATA[executables]]></category>
		<category><![CDATA[libor]]></category>
		<category><![CDATA[linux]]></category>
		<category><![CDATA[market]]></category>
		<category><![CDATA[model]]></category>
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		<description><![CDATA[LIBOR Market Model executables are published&#8230; You can download for Windows and Linux ;) Download links are below&#8230; What is LIBOR Market Model? The LIBOR Market Model (LMM) is the industry standard model for pricing interest rate derivatives. Based on the Heath-Jarrow-Morton (HJM) forward rate approach, it builds a process for LIBOR interest rates, assuming ]]></description>
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