<t>Hi does anyone know how to get the dimension of the Matrix select by the user in excel indor to have the right CellMatrix dimension with xlw.Exemple the user select Row =1 and column =4. I wish to capture 1 and 4 when I use xlw.In fact I don't want to buil addin function with a pre format.Regards...

I agree....save trees

try to us a black model on the forward cds rate: dF/F=sigma.dWThe problem is you need some volatilvity quotes to calibrate the process. I guess you don't have option on EI Salvador.....

Hi,Has someone some ideas about an alternativ to Black model to price option on credit ? If yes could someone tell me which way to follow ?Model with stochatic intensity ?Loss model ?Has someone some reference about this subject ?Thanks in advance,Best regards,

Hi,Does someone know ho to build a scripting langage in excel like solution : reech, pricing partner or other ?Thanks in advance

<t>Hi,I'm sing the xlw to build a excel pricer. I introduce a maap to store my objet (Boostrapped rate curve for example). At the moment I have some trouble with a sheet.I want to build a sheet where I use a function price and a function Sensitivity. I which that excel calls first the price function...

<t>Hi,I have some trouble to generate a daily schedule only on open day. At the moment my schedule contains all days (even saturday and sundays)Calendar is set to Target, thus I schould have only open days. Could someone tell me what's happen ?Regards ,Calendar l_oCalendar = TARGET();BusinessDayConv...

Hi,Could someone tell me where I could find some reference on FFT and trading strategy. Has someone some interesting reference ?Regards,

<t>Hi,Does someone know how to convert this static code:Handle<Quote> l_oX0(boost::shared_ptr<Quote>(new SimpleQuote(100.0)));Handle<YieldTermStructure> R(flatRate(0.045, Actual360()));Handle<YieldTermStructure> lQ(flatRate(0.0, Actual360()));Handle<BlackVolTermStructure> Sigma(flatVol(0.35, Actual3...

Hi, Could someone tell me how to simulate a gamma variance process ? What is the draxback of this kind of process to use it or not in finance

Hi,Has someone some information about the CPDO behaviour in the actual crisis. It seems this product are sensitive to volatility ?Has someone some clues about the pricing ?Regards,

Hi,Has someone some information about the CPDO behaviour in the actual crisis. It seems this product are sensitive to volatility ?Has someone some clues about the pricing ?Regards,

Hi,I have to start to work on interest rate derivatives, I would like to know if someone can advice some reference to start on it. I would like to get a pratitioner point of view. Why should I use a 1-factor, 2-factor, hull or HJM or BGM.If someone could give some clues

Hi,I would like to know where i could find a good course on credit derivative ? Has someone some exercice with correction.Some exercice focus on copule ?Thanks a lot.Regards,

Hi,I would like to know, how to set the correlation in FTD or NTD ?HAs someone some article about this subject ?Regards,