Question: Very important: Please note that the parameters specified in the table above are identical to parameters that are used in Deck7_QuantifyingCreditExposure_JG_xVA_3rdEd_SpreadsheetChap10-IRS_ExposureCalcExample.xism. This allows you to

Very important: Please note that the parameters
Very important: Please note that the parameters specified in the table above are identical to parameters that are used in Deck7_QuantifyingCreditExposure_JG_xVA_3rdEd_SpreadsheetChap10-IRS_ExposureCalcExample.xism. This allows you to compare EEsand PSEs in your output with the EEs and PSEsshown in Columns B - C Rows 50-90. Use the script for Assignment 1 that takes those parameters and yield 250 stochastic scenarios for short term interest rate and corresponding z (t, T) = A(t) . e-B(T)r(t). using the discrete form of the Vasicek model. Write a script that for each scenario n = 1, 2, ..., 250 calculates the IRS Fixed Leg and Floating Leg using the formulae [see Deck3_IRS_CashFlows_One Scenario_VLxisx]

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