spread between spot starting 10y and 5y inf swap

Is it possible to implement automated trading of vanilla swaps using BBG or Tradeweb?(Use liquidity in the market rather than market making.)E.g.One can propagate current quotes from BBG into excel but how to create an order I have no idea.Anyone tried it?

Sorry, i withdrawn the question ...

<t>I've go a portfolio of collateralized USD swaps (for simplicity) and the collateral can be in USD and EUR (ok, either I post or I receive).1.First of all, how can I agree with counterparty on the collateral currency?In the CSA it is written we have to agree but how can we agree on that if it is f...

<t>I would say that a change in CDS spread moves CVA adjustment of the swap. You can imagine CVA adjustment like a spread in the swap, once you change spread your delta changes, so you hedge it and as a consequence it may move curve. However, I would expect that it has second order effect unless the...

Paul, what do you know about RBS situation and profitability of the individual asset classes? If you are not well informed do not generalize and keep your comments to quant stuff, please. All the best!

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: FrasheMarkets are competely different - they're social constructs and self-referential in a way that doesn't fit within any physical theory. As an example, if somebody comes up with a market trading strategy that makes money with ve...

yes, you are right, somebody was joking about it at his last presentation in London. But for me Dutch or Irish is the same, . (at least for me)

<t>Maybe there was the time and there were some strange people at ABN, but these times are gone.However, no one of the banks is perfect.1. You cannot compare quants and EDS people, these are separated. Most of the quants are bright, 80-90% have PhD from well-known universities(you can find Qx, Cam ....

QuoteOriginally posted by: AdammHi ThereI am talking about extrapolation of Vols. I realise that linear extrapolation wont work and I was someone could recommend something.ThanksAdamI would extrapolate according to some simple functional form (some exponential)

I would be quite interested if there are any quant jobs in the Eastern Europe (Slovakia, Czech, Poland, Hungary)?

This stuff with log of returns is for terminal correlation.Isn't there an approximate direct relationship between instantaneous and terminal correlations?If yes, why not to use it?

I applied for quant position in Oxford some time ago. I've no contact address anymore (stolen laptop), but I think it was something like OXaM.

<r>QuoteOriginally posted by: lballabioGoogle won't turn them up as they are not freely available--the NR folks sell them on their website.But if you have the book and the other files, they should be included. You might try searching on the media that came with the book.Unfortunately, you can find N...