Volatility to premium for swaptions (black76 model) in matlab

The following Matlab project contains the source code and Matlab examples used for volatility to premium for swaptions (black76 model). % This function determines the matrix of swaption premiums % and the corresponding ATM par rates.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1324
vol2par_swaption.m 2005