can you elaborate on the search functionality?

i agree, there should be only 1 discount curve. theoretically the 1m, 3m of 6m forward curve should also produce the same discount factors right?

<t>A standard 6m euribor swap pays annual fixed and floating semi-annual. the 6m forward curve is used to derive the 6m forward rates. The 6m forward curve is derived from the standard euribor swap curve which is quoted annual vs 6m. For the discounting factor the same 6m curve is used to derive it....

Hi guys,I am looking for some literature about how the zero swap curve is done in the practice.I know the basics of bootstrapping, but most examples dont incorporate day count convention etc.

are the topics in the 2007 version the same as the 2006 version?The 2008 subjects are completely different than the 2006 version.

I am looking for the CFA level I 2006 Volume 2 book (Economics and Financial Statement Analysis).Does anyone want to sell this book to me?

In a "normal" market, does the spread between the swap curve and the government curve increase or decrease with mturity and why?

try to ask the Datastream supportdesk. From the Netherlands their number is +31104246635. When you call this number you will be forwarded to their UK desk.

<t>Lets say that you you a equity return time series, which has a certain autocorrelation of order 1.This effects the volatility of the time series. How can you adjust for the autocorrelation effect?lets say the original time series is h(t)you can than define a series that g(t+1) = a*h(t)y(t) = h(t)...

well i dont know if Octave is a matrix based environment, but in Matlab you would do: C=A./BIf Octave can't handle matrices, then you must use a for loop.

1. refer all actions like Worksheets(nameofworksheet).Cells/Range....2. create an array with the names of the worksheets in it : arraySheets, then make a loop than works through all the sheets:for i = 1 To Ubound(arraySheets) Worksheets(arraySheets(i)).....Next i

this should work:="IF(RIGHT(A2,21)=""MAC"",LEFT(A2,LEN(A2)-21)&M2,A2)"

One way of quantifying the average life of a bond is to calculate the duration. For more info see Investopedia

Why can the time value of an European put option be negative whereas the time value of an European call is always positive (assuming no dividend is paid).

my two options are Hong Kong and Singapore. I think that more people can speak English in Singapore than in Hong Kong. This will make making contact with the locals more easier I think. Is it better to apply to the Asian offices of the banks directly or through their London offices?