<t>Hi,I am working in a rates strategy team. In our team, we keep on publishing trades and keep a track of their PnL. close them whenever required. Now it's the end of the year and we want to calculate the sharpe ratio of our portfolio or say sharpe ratio of all our recommended trades. Can somebody ...

<t>Hi All,I am currently working into Strategy team, and am supposed to do some automation in an excel sheet to make life easy. I need to pull some data from Bloomberg to Excel using VBA code. but the kind of data that i want to pull won't be using BDH or BDS or BDP function. For example: if you put...

<t>Hi All,I am currently working into Strategy team, and am supposed to do some automation in an excel sheet to make life easy. I need to pull some data from Bloomberg to Excel using VBA code. but the kind of data that i want to pull won't be using BDH or BDS or BDP function. For example: if you put...

Hi All,I have recently joined Rates & FX strategy team of a bank. I have got pretty decent knowledge of rates, but have zero knowledge in FX. Will appreciate if somebody can suggest me some good book on FX which starts from level zero.Thanks

<t>one small question.. how do we calculate the carry of a floating rate bond.. let's assume floating rate bond's coupons got reset 3 months back at 7%. i entered into the bond 2 months back at refinancing rate of 6%.$Carry = (7-6%)*(holding period of 2 months)/12Now how will i calculate its carry i...

<t>Dear All,I am having some confusion while calculating the carry of a bond. First of all, what is the funding rate that we usually use for carry. I am told that it's usually overnight repo rate. is it correct?second question:suppose O/N rate is 5%. and the bond is 8% coupon. now i want to calculat...

if nybdy got the document, kindly do let me know. i want to have the PCA document.