Hi Pat, I just found this thread and wondered if you had posted the pdf on the forum or if you could email it to me?Thanks

I don't suppose anyone could provide the link to Pat Hagan's paper with the approximations? I don't seem to be able to find the right one.Many thanks

I normally use Firefox (3.6.17) but I also tried IE8. Both had the same issue.I am using Vista Home

Can anyone give me a simple explanation (without too much techy stuff) how to compute swaption normailsed volatility from the BS vol?Much appreciated.

<t>Hi, Can you please help.I am logged into the forum and for some reason I can read some posts but not others.If I just open a general topic folder (like "technical forum") I seem to be able to read what is in there but is I do a search and then try and read the posts from the search I can't.The di...

Thanks David. I have ordered the "Fixed Income Analytics" book so I hope that you are right. The cost here is US$90Not cheap.

<t>I searched on the Chase web site and came up blank. Thanks for the reference anyway.I also tried to look for the book you mentioned but it is quite old and not available in Australia.In searching for books on this subject I have come across the following and was wondering if anyone had a view on ...

<t>I have not used this forum to state what my specific problems were as I was under the impression that this forum was about books and not about how to solve specific technical issues. However, to be a bit more specific, the area I am having problems with at the moment is more to do with date conve...

I have tried some searches but have not come up with much. Perhaps fixed income algorithms are not discussed that much because the technology is relatively old?Or, maybe I am looking in the wrong places? Any suggestions would be appreciated.

<t>HiI am writing some procedures to do with pricing and risk management for fixed income (and money market) securities like Bonds, CD’s, CP, Notes etc etc.Most of the pricing (and yield) calculations are pretty straight forward but there are a lot of country and region specific nuances that cause a...