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by Andrew
September 5th, 2007, 2:36 pm
Forum: Programming and Software Forum
Topic: Bloomberg BLPB function in VBA
Replies: 23
Views: 153618

Bloomberg BLPB function in VBA

<t>tobias28,What does your VBA function look like and which line is causing the error?Some things to remember, (a) you must run your functions and workbooks on a machine that has Bloomberg installed, (b) you need a reference to the Bloomberg data object, as in Dim oBlp As BLP_DATA_CTRLLib.BlpData, a...
by Andrew
August 6th, 2007, 7:03 pm
Forum: Book And Research Paper Forum
Topic: C++ for dummies
Replies: 24
Views: 71833

C++ for dummies

My thinking is this -- do you REALLY want anything with the word "dummy" sitting on your desk?
by Andrew
April 20th, 2007, 12:40 pm
Forum: Programming and Software Forum
Topic: Prolog Language Use in QF?
Replies: 9
Views: 74848

Prolog Language Use in QF?

<t>Prolog certainly has a European background, it would seem. I never really used Lisp that much, so I have little to compare regarding logical programming methods. Most of my usage is and will be research and academic oriented, making me indifferent to many other implementation issues as long as my...
by Andrew
April 19th, 2007, 1:19 pm
Forum: Programming and Software Forum
Topic: Prolog Language Use in QF?
Replies: 9
Views: 74848

Prolog Language Use in QF?

<t>I work extensively in data mining and KDD and I was curious if there was much use of the Prolog language (or similar programming languages) in solving problems in quantitative finance. I have seen some engines that work as solvers for bounded optimization problems in derivatives pricing, but I wo...
by Andrew
February 23rd, 2007, 6:44 pm
Forum: Programming and Software Forum
Topic: Bloomberg Macros / VB codes... Manual
Replies: 1
Views: 83241

Bloomberg Macros / VB codes... Manual

Go here: Bloomberg VBA Coding
by Andrew
February 13th, 2007, 1:26 pm
Forum: Programming and Software Forum
Topic: Mac's entering Wall Street Trading!
Replies: 15
Views: 81855

Mac's entering Wall Street Trading!

<t>I will make no excuses for Mac OS 9 (and earlier) and its stability. In my post, I compare OS X and NT/XP. If I had a week to set up a risk analysis server cluster, I'd have four days left over if I used Macs. With a Windows environment, I might be finished downloading drivers and rebooting while...
by Andrew
February 11th, 2007, 10:15 pm
Forum: Programming and Software Forum
Topic: Can Vista overcome Linux and OS X?
Replies: 4
Views: 80271

Can Vista overcome Linux and OS X?

If you're waiting until Vista is stable, you may grow to be a very old, old person.
by Andrew
February 11th, 2007, 10:13 pm
Forum: Programming and Software Forum
Topic: Windows Vista Upgrade
Replies: 22
Views: 84853

Windows Vista Upgrade

<t>I ran the Vista "Upgrade Advisor" just out of curiosity, which had adverse results for the cat.After freezing my 1 GB laptop screen for 45 minutes, I was allowed to "Start Scan" at which point I got a blue screen of death. I later needed to repair my disk, and remove the advisor.I took this as ad...
by Andrew
February 11th, 2007, 9:57 pm
Forum: Programming and Software Forum
Topic: Mac's entering Wall Street Trading!
Replies: 15
Views: 81855

Mac's entering Wall Street Trading!

<t>I've been waiting/hoping for trading firms to accept the Mac OS X platform, not just on desktop, but grid-based servers as well.Windows has always been very unstable; I remember bringing down a network cluster doing MC/OAS work by unplugging a USB drive from a PC in the cluster. Hard to take Micr...
by Andrew
February 7th, 2007, 3:57 pm
Forum: Student Forum
Topic: VBA DEBUG NEEDED
Replies: 8
Views: 80224

VBA DEBUG NEEDED

Details?
by Andrew
February 6th, 2007, 1:09 pm
Forum: Programming and Software Forum
Topic: Simple option analysis software
Replies: 5
Views: 89002

Simple option analysis software

I've always liked DerivaGem from John Hull. It comes with his book, and I think it's available on his web site.
by Andrew
January 30th, 2007, 8:30 pm
Forum: Programming and Software Forum
Topic: Bloomberg API
Replies: 6
Views: 100952

Bloomberg API

<t>My mistake, I made a file for myself called bbfield.txt so I could perform text searches on it. It contains the following column fields:CategoryCategory nameSubcategorySubcategory nameField IDField nameField mnemonicMarket bitmaskData source bitmaskData typeI made an Access database that makes th...
by Andrew
January 30th, 2007, 6:25 pm
Forum: Programming and Software Forum
Topic: Bloomberg API
Replies: 6
Views: 100952

Bloomberg API

<t>There are a few ways to get the mnemonic name of any particular analytic in Bloomberg. First, you could look through the comprehensive list of Bloomberg field names in a pipe-delimited file: C:\BLP\api\bbfields.txtOne of the Bloomberg help files documents the purpose of each column, but most of i...
by Andrew
January 24th, 2007, 7:22 pm
Forum: Programming and Software Forum
Topic: BLP ActiveX Beginner
Replies: 3
Views: 81508

BLP ActiveX Beginner

<r>Here I posted VBA code that performs a similar action, and I explained the array that it will create.<URL url="http://www.wilmott.com/messageview.cfm?catid=10&threadid=43912&FTVAR_MSGDBTABLE="><LINK_TEXT text="www.wilmott.com/messageview.cfm?catid=1 ... SGDBTABLE=">www.wilmott.com/message...
by Andrew
January 19th, 2007, 9:36 pm
Forum: Book And Research Paper Forum
Topic: Question about Brandimarte's Matlab text
Replies: 5
Views: 82678

Question about Brandimarte's Matlab text

<t>Can we also assume that the reader has not purchased student copies of optimization, financial, and derivatives to go with the student MATLAB? I found the book to be good in bridging from concept to code, something missing from many, many books. You might not be able to follow along with the prog...