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To get or send information from/to a database or a file on the server with traditional JavaScript, you will have to make an HTML form. A user will have to click the Submit button to send/get the information and wait for the server to respond. Then a new page will load with the results. Because the server returns a new page each time the user submits input, traditional Web applications can run slowly and tend to be less user friendly. With AJAX, your JavaScript communicates directly with the server through the JavaScript XMLHttpRequest object. With the XMLHttpRequest object, a Web page can make a request to, and get a response from a Web server without reloading the page. The user will stay on the same page, and he will not notice that scripts request pages or send data to a server in the background.

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REFERENCES He, H, W Keirstead, and J Rebholz 1998 Double Lookbacks Mathematical Finance 8: 201 228 Heath, D, R Jarrow, and A Morton 1990a Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation Journal of Financial Quantitative Analysis 25: 419 440 Heath, D, R Jarrow, and A Morton, 1990b Contingent Claim Valuation with a Random Evolution of Interest Rates Review of Futures Markets 9: 54 76 Heath, D, R Jarrow, and A Morton 1992 Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claim Valuation Econometrica 60: 77 105 Ho, T S Y, and S-B Lee 1986 Term Structure Movements and Pricing Interest Rate Contingent Claims Journal of Finance 41: 1011 1029 Hui, H 1997 Time-Dependent Barrier Option Values Journal of Futures Markets 17: 667 688 Hull, J 1997 Options, Futures, and Other Derivatives.

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Englewood Cliffs, NJ: Prentice Hall Hull, J, and A White 1987 The Pricing of Options on Assets with Stochastic Volatilities Journal of Finance 42: 2 Hull, J, and A White, A 1990 Valuing Derivative Securities Using the Explicit Finite Difference Method Journal of Financial and Quantitative Analysis 25: 87 100 Hull, J, and A White 1993a Bond Option Pricing Based on a Model for the Evolution of Bond Prices Advances in Futures and Options Research 6: 1 13 Hull J, and A White 1993b Ef cient Procedures for Valuing European and American Path Dependent Options Journal of Derivatives 1: 21 32 Hull, J, and A White 1993c One-Factor Interest Rate Models and the Valuation of Interest Rate Derivative Securities Journal of Financial and Quantitative Analysis 28: 235 254 Hull J, and A White 1993d.

The Pricing of Options on Interest Rate Caps and Floors Using the Hull-White Model Journal of Financial Engineering 2: 287 296 Hull, J, and A White 1994a Numerical Procedures for Implementing Term Structure Models I: Single-factor Models Journal of Derivatives 1, 21 32 Hull, J, and A White 1994 Numerical Procedures for Implementing Term Structure Models I: Single-factor Models Journal of Derivatives 1: 21 32 Hull, J, and A White 1995 A Note on the Models of Hull and White for Pricing Options on the Term Structure: Response Journal of Fixed Income 5 (September): 97 102 Hull, J, and A White 1999 Forward Rate Volatilities, Swap Rate Volatilities, and the Implementation of the LIBOR Market Model Preprint Hunt, P, and A Pelsser 1998 Arbitrage-Free Pricing of Quanto-Swaptions Journal of Financial Engineering 7: 25 33 Hunter, C, P Jackel, and M Joshi 2001.

Drift Approximations in a Forward-Rate-Based LIBOR Market Model Preprint Available at wwwrebonatocom Ioffe, G, and M Ioffe 2003 Application of Finite Difference Method for Pricing Barrier Options Paper available at wwwegartechcom J ckel, P 2000 Monte Carlo in the BGM/J Framework: Using a Non-Recombining Tree to Design a New Pricing Method for Bermudan Swaptions Preprint J ckel, P 2002 Monte Carlo Methods in Finance Chichester, UK: John Wiley & Sons Jackson, N, E S li, and S Howison 1999 Computation of Deterministic Volatility Surfaces Journal of Computational Finance 2(2): 5 32 James, J, and N Webber 2000 Interest Rate Modeling Chichester, UK: John Wiley & Sons James, P 2002 Option Theory Chichester, UK: John Wiley & Sons..

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software class def __init__(self): software class constructor ProductOf=Size= #Initializes the attributes of #the library class def sws_method(self): #Takes input for software

N N N 1 Z j (t , T , s) = exp e a(( N i ) t ) t t 2 e a(( N i ) t +( N k ) s ) t s 2 i =0 k =0 i =0

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