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by fishbo
December 16th, 2003, 8:10 pm
Forum: Programming and Software Forum
Topic: Application.ScreenUpdating ?
Replies: 6
Views: 189951

Application.ScreenUpdating ?

<t>Be sure you know which application's screenupdating property you are setting! In VBA this is simplified because the object referred to by "Application" is by default your current Excel session. However, from a seperately compiled VB dll this may not be the case. Open up your task manager and make...
by fishbo
December 11th, 2003, 2:26 pm
Forum: Programming and Software Forum
Topic: VB help needed ( one more)
Replies: 4
Views: 189635

VB help needed ( one more)

<t>Be sure to use an error handler that turns screen updating back on, otherwise you might wind up with a frozen app if you hit a bug:Public Sub MySub On Error Goto ErrorHandler Application.ScreenUpdating = false ' do stuff that might break here Application.ScreenUpdating = true exit subErrorHandler...
by fishbo
December 5th, 2003, 3:50 pm
Forum: Programming and Software Forum
Topic: Bloomberg historic API suddenly returning only 675 records
Replies: 0
Views: 189290

Bloomberg historic API suddenly returning only 675 records

<t>I have some old code that uses the Bloomberg ActiveX control to request historical end of day security (equity) prices and then load them into a spreadsheet. This worked flawlessly up until a few weeks ago, when the control stopped giving me data back before 4/3/2001. The BLPH function can retrie...
by fishbo
November 7th, 2003, 5:48 pm
Forum: Trading Forum
Topic: Shorting corporate bonds
Replies: 4
Views: 190060

Shorting corporate bonds

<t>QuoteOriginally posted by: HavrevoldSince I have very little practical experience, I would also like to know how "easy" it is to short corporate bonds. Is this as easy as shorting stock, or..?Shorting corporates is much more difficult than shorting stock. Stock loan is an old business that people...
by fishbo
November 7th, 2003, 5:37 pm
Forum: Trading Forum
Topic: Shorting corporate bonds
Replies: 4
Views: 190060

Shorting corporate bonds

<t>QuoteOriginally posted by: MattFIf we consider being long a corporate bond as equivalent to being long a risk-free bond and having sold a put on the company's value, then shorting a corporate bond much be equivalent to shorting a risk-free bond and buying such a put. You could essentially achieve...
by fishbo
November 7th, 2003, 3:36 pm
Forum: Student Forum
Topic: Convertible bond delta and gamma
Replies: 24
Views: 191977

Convertible bond delta and gamma

<t>bismarx,I pulled up the bond on Bloomberg. Are you looking at the Telecom Italia TITIM 1.5 01/2010? I found it as ISIN IT0003187215.If so, this bond is not deep in the money. The Conversion Price is 2.12 and the stock is trading for 2.41. This is really trading at the money (ATM). It is typical f...
by fishbo
November 6th, 2003, 6:13 pm
Forum: General Forum
Topic: Hedging a loft
Replies: 22
Views: 191841

Hedging a loft

<t>QuoteOriginally posted by: NoniusQuoteI'd get a club kid to peddle (legal) mind altering substance such as MELT, create a special VIP lounge in his bedroom, get Naomi Campbell to show up, get some dope do spin some cool tunes for free, and charge an arm and a leg for thimbles full of Scotch (for ...
by fishbo
November 3rd, 2003, 5:53 pm
Forum: General Forum
Topic: Equity vs. Debt
Replies: 3
Views: 189792

Equity vs. Debt

There's a lot of existing work on debt vs. equity.KMV and RiskMetrics both offer equity vs. debt numbers derived from Merton models.
by fishbo
July 16th, 2003, 2:09 pm
Forum: General Forum
Topic: Funded CDS: Evaluation of constituent Credit Risk in a leveraged Ref. Portfolio
Replies: 6
Views: 191002

Funded CDS: Evaluation of constituent Credit Risk in a leveraged Ref. Portfolio

Quotebank "X" guys are calling twice a day to say that it is ALMOST impossible If such a good deal, why are they working so hard to get it sold? I'm always leary of overly persistent salesmen.fishbo
by fishbo
July 9th, 2003, 8:23 pm
Forum: Technical Forum
Topic: Access & Bloomberg API
Replies: 34
Views: 215842

Access & Bloomberg API

Compliance with the license can be "cheaply" obtained with a $500/month low end subscription to the Bloomberg Data Licensing Service. They have a feature in the contract whereby they make it legal to slurp all the data you want off a terminal and send it anywhere.