Term Forward Rate Model

Solve for a Forward Rate in the Eurodollar futures contract on the Chicago Mercantile Exchange using three known variables to solve for one unknown variable based on the Federal Open Markets Committees (FOMC) Federal Funds Rate. The first two known variables are fixed calendar dates. First the dates of the FOMC meetings approximately every six weeks. Secondly, the month fixed expiration dates of the Eurodollar futures contract on the CME. The third variable is a subjectively fixed variable between two interest rates (Libor and Fed Funds) The model uses calendar dates to determine forward pricing based on interpolation of expiration dates, FOMC dates, the Libor/FedFund spreads, and projected (unknown) future changes in the Fed Funds rate. 1986 Historical to present and futures dates in a presentable excel format. ## Deliverables 1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables): a) For web sites or other server-side deliverables intended to only ever exist in one place in the Buyer's environment--Deliverables must be installed by the Seller in ready-to-run condition in the Buyer's environment. b) For all others including desktop software or software the buyer intends to distribute: A software installation package that will install the software in ready-to-run condition on the platform(s) specified in this bid request. 3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement). ## Platform Excel in a presentable form with scrolling capability to 1986 and forward dates.