| 摘要 |
<p>A virtual transaction is realized by collecting classes each corresponding to transaction entities. Cash flow transaction entities are managed as a set of cash flow elements (CashFlowLets) for each unit transaction period on both receiving and paying sides, and calculation of current price evaluation for each element is made common. An option transaction is realized by a class containing a class of original asset transactions as a container. A function of defining a financial curve and a function of realizing a virtual curve by combining financial curves are installed. Thus, a user interface for altering parameters for risk management and for readily displaying the results of simulation is provided.</p> |
