Please make a clean coding and revise the report of the attachment.1/2 This homework is an...

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Please make a clean coding and revise the report of the attachment.

1/2 This homework is an open-ended question. 1. Code standards (5%) Does each variable have an appropriate name? Is the code runnable? Can we output the same as in the report? - Python 3.6 or 3.5 - Jupyter 2. Data (10%) What is the source of the data (Yahoo finance is acceptable)? How did you use the data? Please explain all the details of usage in the report. The data points can be from 100 to 1,000 if necessary, more than 1,000 is acceptable. 3. Assumption, Math reasoning, Calibration (60%) Which model did you use to simulate the price? What are the underlying assumptions behind your model? Why do you think the assumption makes sense? Which value did you use for each parameter? If you used the historical data to calibrate a parameter, what is your process for calibration? Did you have a qualitative analysis on pricing results? If you made an assumption without explaining the reasons behind it - or had an assumption behind the model but didn't realize it, or made bad reasoning will be subject to penalty of points. 4. Report writing (25%) Is the report well-written? Nice math formula, spacing, indentation (5%) Quality of output figures (5%) Is the report detailed and carefully written? If the report reads really hasty? (15%) Please use the following equation typing function below (NOT other one such as Math equation 6.0), otherwise I cannot edit the equations with MS-WORD. 2/2 Appendix

stocknew-uhbfofez-b14dkf3m.zip hw-fclwgl4n-puc120ae.pdf

Neha · Accepted Answer

CONTRACT PRICING
Abstract
With the help of this report, we are trying to implement different models which can be used to calculate the price for the contract paying. I have used different models which are present with the Python language and they all have different formulas which can be used to calculate the price. I have used Hull white model for calculating the interest rate. The basic idea was to use the LIBOR market model along with the Hull white model and after that Ho Lee’s interest rate model and it used the time period of 3 months. 
Dataset
The following is screenshot shows the data set which I have used for the code for stop this screenshot shows that the data set has date settlement value, theoretical value. The data set shows the number of days which were included for the interest rate, interest rate and the settlement amount. This data was imported into the Python with the help of import CSV library of the Python language.
Procedure
To start with the procedure, we have to take a price for evaluating the object model. The price is 0.17. 
Perform the whole work there are few steps which can be used the first one is to connect at least 10,000 data points with the help of fredapi library. These data points will be long between the series observation start date and its end date. The fredapi library belongs to the quandl library of the Python language when working with the Python language it provides us different types of libraries and classes which can be directly imported into the program and we do not have too right much code. The libraries have inbuilt code and can utilise these codes to make it easier for the implementation. The Python is the easiest language to perform mathematical calculations.

1/2 This homework is an open-ended question. 1. Code standards (5%) Does each variable have an appropriate name? Is the code runnable? Can we output the same as in the report? - Python 3.6 or 3.5 -...

Answer To: 1/2 This homework is an open-ended question. 1. Code standards (5%) Does each variable have an...

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