<t>I am still looking for it but in the meanwhile I found intraday price and trade information from BM&F. It is in a public ftp site at BM&F Market Data.There are gigabytes of data after unzipping them. It is a short period (since 2011) but some folks can think it is useful for research or b...

Does anyone know a good source of intraday USD/BRL FX quotes? It doesn't need to be tick by tick or trade by trade. A snapshot each some minutes (5~15 minutes) is fine.OlsenData seems to have it but I want to compare prices (and hope to find some free set) before buying.Thanks a lot.

<r>May I give 50 cents here?Your manual don't give models detail and I am assuming that adding it would be a burden for you. Why don't you include the following information for each model?The list of main source files where the model is implementedA link to the reference text you use - book, paper, ...

<t>As a Brazilian, I can add somethign here. This kind of floating rate contract (it is used in CDs, Swaps, Corporate Bonds, ...) was created several years ago when the Brazilian economic environment was very different: - High inflation rates and, even worst, inflation rate growing in a fast pace - ...

<t>Actually I am Brazilian and had spent some years working on front-office and market risk systems customization for Brazil.I advice you trying a free source instead of buying a Brazilian book in case you don't speak Portuguese. You may try:Bradesco Stocks and Custody Area - Mark to Market ManualMe...

<r>It is not that hard finding such information either in books or web sites, but almost all good stuff is in Portuguese. I can list some links and books if you want to give a shot.BM&FBovespa (stocks and futures exchange, <URL url="http://www.bmfbovespa.com.br">http://www.bmfbovespa.com.br</URL...

<r>The CDI Rate resets every day, so you need compound these rates from starting date until your valuation date. You may try1) <URL url="http://www.cetip.com.br2">http://www.cetip.com.br2</URL>) Click "English" - top right3) On "DI RATE" click on "SEE MORE"4) Play a little bit with "Calculate the ac...

I worked to Algorithmics some years ago. Is it something I can do to help living in Brazil (a little bit far for London ).

<t>He will miss Matlab packages as well, so he will only be able to write .m files using the compatible commands (a lot, indeed). There are much more to learn than the basic Matlab installation allows and Octave will not help.Tell him to put ?Octave (a Matlab open-source clone)? or ?Octave (a Matlab...

<t>I was asked once for a (very) quick and dirty front-office solution to store exotic trades (low volume, too expensive to customize systems). The solution was a SharePoint list + an Excel front end.FO and Sales teams had write access to the data, but any saved change would generate an automatic em...

QuoteI need to deploy some Matlab concepts into Excel.A life ago (long, long time) someone told that although Matlab is pretty fast, moving data from Excel to Matlab and vice-versa was a performance killer for pratical purposes. Is it true yet?

Govert,That is the winner!We thought about implementing the MSDN code pointed by kimosabe or the one implement in functioncall.cpp of ObjectHandler (from QuantLib project, pretty the same), but it is much better keeping everything from the same library.Thanks a lot everyone.

Guys,We are using ExcelDNA in order to implement some functions in C# but don?t want them to be evaluated in Excel Function Wizard.There should be a function that tells if the function is running inside Function Wizard but I don?t know which.Could you someone help?Regards,

It worked like a charm. Now I can compile and watch a move at the same time.Thanks a lot.

<t>Guys,I have a Quad-Core workstation and I can see that MSVC++ really uses all of it while compiling my stuff (well, QuantLib stuff). Although I use to do something else during a long compiling, sometimes I need to keep using my computer, but the compiler looks like a cancer in metastasis. As long...