5 Misys has broadened the coverage of the Numerix models including, amongst many others, the popular Libor Market Model (LMM).
What does LMM stand for?
LMM stands for Libor Market Model
This definition appears very rarely and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of LMM
We have 104 other meanings of LMM in our Acronym Attic
- Lower Manhattan Loft Tenants
- Lockheed Martin Launch Vehicle
- Labor-Management Meeting
- Laboratorium for Marin Molekylærbiologi (Norwegian: Marine Molecular Biology)
- Lao Mennonite Ministries
- Large Mediastinal Mass
- Last Minute Man
- Lead Market Maker (stocks/options trading)
- Lentigo Maligna Melanoma (skin cancer)
- Liberal Mainstream Media (politics)
- Light Microscopy Module
- Lightweight Multi-Role Missile (Thales Group)
- Limited Maintenance Manual
- Lincoln Minute Men (Lincoln, MA)
- Line Maintenance Manual
- Linear Mixing Model
- Little Miss Matched (online clothing store)
- Local Magnetic Moment
- Locator (at ILS) Middle Marker
- Loefler Management and Media (Stockholm, Sweden)
Samples in periodicals archive:
This release extends calibration capabilities where IR models can be calibrated to IR Caps and Floors and the Libor Market Model (LMM) can be calibrated to Constant Maturity Swap Instruments in the most sophisticated multi-curve framework possible.
21 Forward Risk Neutral Pricing and the LIBOR Market Model.
Heath-Jarrow-Morton Framework: Immersion of Short-Rate Models and LIBOR Market Model
NEW YORK -- NumeriX, the independent leader in multi-asset class pricing and risk analytics, today announced the release of first commercially available fast and robust stochastic volatility Libor Market Model (LMM).
Version 6 also introduces a set of wizards, added instrument coverage, support of a new asset class for inflation rate derivatives, the industry's first commercially available Stochastic volatility Libor Market Model for interest rates, as well as, deep market data integration making it easier than ever to price and structure new instruments on demand.