Finance, Economics, Mathematics, Physics, Quantitative Finance.
Parameters for FX Swaption and Monte Carlo simulation notional = 1000000 # Notional amount strike = 1.20 # Strike rate (e.g., USD/EUR) maturity_years = 1 # Maturity of the swaption in years tenor_years = 5 # Tenor of the underlying swap in years volatility = 0.15 # Volatility risk_free_rate_usd =