2 edition of LFM model - 1976 found in the catalog.
LFM model - 1976
Joseph F Gerrity
1977 by Dept. of Commerce, National Oceanic and Atmospheric Administration, National Weather Service, National Meterological Center in Washington .
Written in English
|Statement||Joseph F.Gerrity ; National Meteorological Center|
|Series||NOAA technical memorandum ; NWS NMC 60, NOAA--S/T ; 77-2864|
|Contributions||United States. National Meteorological Center, Suitland, Md|
|The Physical Object|
|Pagination||iv, 68 p. :|
|Number of Pages||68|
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Get this from a library. The LFM model - a documentation. [Joseph P Gerrity; United States. National Meteorological Center, Suitland, Md.].
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All pre- and post-processing for the ERL run is performed on the NAS computers, while the hour forecasts are computed on the CYBER using the limited-area fine mesh model (LFM) described by Gerrity () and Newell and Deaven (), using lateral boundary conditions supplied from the hour forecasts from the previous 'Aviation.
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The model routinely uses 12 layers of the atmosphere (see figure ) and, as LFM model - 1976 bookcalculates out to 60 hours. Resolution is somewhat finer in the lower atmospheric levels than in the stratosphere, and the overall resolution of the model is slightly finer than that of the original LFM model.
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In this paper I implement and calibrate the Lognormal Forward-LIBOR Model (LFM) for the term structure of interest-rates. This model is a subset of the LIBOR Market Model class of stochastic interest-rate models and is characterized by the lognormal distribution of forward LIBOR File Size: 1MB.
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