# Financial Toolkit : Libor Market Model (broken)

Input
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 Measure RollingTerminal Instrument Ratchet Cap/FloorSticky Cap/FloorVanilla Cap/Floor Cap/Floor CapFloor Notional No of trials 10,00020,000 Spread in bps
 Term in years 12345678910 Reset period in yrs 0.250.51
 $$k$$ 1 2 3 4 5 6 7 8 9 10 11 $$t_{k}$$ yrs 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0 9.0 10.0 11.0 $$R(t_{k})$$% $$\Lambda_{k-1}$$ %
Note : The starting time of the last cap/floorlet is the term of the initial zero curve.
Notation