WebApr 25, 2024 · This code example shows how to perform tasks related to asset-liability management (ALM), including: - Cash flow analysis (Part 1) - Duration gap computation (Part 2a) - Sensitivity analysis (Part 2b) In this code example, you will also see how to incorporate interest rate trees (e.g., Black-Karasinski interest-rate tree) into ALM modeling. http://openleis.com/legal_entities/635400X2HOYESRWLK856/Asset-Management-Exchange-Master-ICAV
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