sorry but i'm very new to quantlib.can you show me how to use qlIndexAddFixings?

Hi,Is there a way to input the current coupon of the floating leg in QuantLibXl?I get no results for the first leg because it tries to get from the curve which is not backdated. And is there a way to just extract the cashflow column of the swap leg analysis array?

Traders are so good that they don't incur spectacular losses?How about a hypothetical test where you compare against hypothetical PnL (keeping portfolio the same but using next day's prices).This method is more in line with VaR method's limitations (static portfolio).

<t>QuoteOriginally posted by: VegawizardQuoteOriginally posted by: rmaxQuoteOriginally posted by: Gmike2000Best risk managers are ex traders.I do agree with this on the whole, however to play devils advocate: you don't think that traders will always have a trading mentality, and hence you should hir...

http://www.bobsguide.com/

<t>Is there a statistical test for percentiles?For example I compute the 95th percentile of a data set. Then from the same data set remove and add a few observations and compute for the 95th percentile again. How do I test if the new percentile is statistically different from the previous percentile...

<double post please delete or ignore>

Tough to be a fresh grad in these times... It's an employers market. And there are so many experienced bankers without jobs to compete with.

yeah, don't forget to price in the credit risk (the insurance company staying afloat).

Trading Life Insurance Policies?

QuoteOriginally posted by: stp02Have you tried iBoxx? They offer historical prices for a lot og USD, EUR and GBP IG ang HY bonds, but access is limited i think....Yeah only the index data are free. The individual members of the indices are not.

Maybe the key word here is "part-time". Most would prefer full timers right?

hehe.Looks like the Angel caught the Devil.

QuoteOriginally posted by: mapleleafsmost traders (options, swaps) have gamma and delta limit to control their trading activities?how does it work?Just like any other limit. If the measure breaches the threshold, then he has to reduce his position.

Quants hate to admit they do technical analysis.