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by Sirrain
October 12th, 2014, 5:45 pm
Forum: Programming and Software Forum
Topic: Create FinancialEngineering Library as a parent class in C++
Replies: 30
Views: 6984

Create FinancialEngineering Library as a parent class in C++

Checking out Google Test and the Scott Meyers article now. Thank you.
by Sirrain
October 12th, 2014, 5:16 pm
Forum: Programming and Software Forum
Topic: Create FinancialEngineering Library as a parent class in C++
Replies: 30
Views: 6984

Create FinancialEngineering Library as a parent class in C++

<t>Honesty, because there are so many nuances with the calculations, that I don't want to spend hours verifying pre-canned code to see if it aligns with market conventions. I am sure it does, but keep in mind I am not building a platform here... i am simply taking code which has already been written...
by Sirrain
October 12th, 2014, 4:53 pm
Forum: Programming and Software Forum
Topic: Create FinancialEngineering Library as a parent class in C++
Replies: 30
Views: 6984

Create FinancialEngineering Library as a parent class in C++

<t>QuoteOriginally posted by: CuchulainnI would recommend your looking are libraries out there to see how they do it, e.g. Quantlib, OpenGamma, RiskWatch,...You can use the OO approach.Some others lurking on Wilmott take a different approach, but as of yet no libraries. Quote I decided to create a F...
by Sirrain
October 12th, 2014, 4:37 pm
Forum: Programming and Software Forum
Topic: Create FinancialEngineering Library as a parent class in C++
Replies: 30
Views: 6984

Create FinancialEngineering Library as a parent class in C++

<t>Ive generally used VBA for desk models, mainly because all the input/outputs are Excel files. I've decided to clean up a lot of my Excel/VBA models by reprogramming them in object oriented C++. As most of the models will need to call basic functions (for example: DV01, CS01, Convexity, PV), I dec...
by Sirrain
November 21st, 2011, 7:25 am
Forum: Careers Forum
Topic: Hiring freeze on wall street
Replies: 8
Views: 18968

Hiring freeze on wall street

QuoteOriginally posted by: AnalyStratThat's also what headhunters told me. After bonus, many people will leave.Good poiint, so the earliest that could be materialized is late Feb, early March.
by Sirrain
November 18th, 2011, 3:14 pm
Forum: Careers Forum
Topic: Hiring freeze on wall street
Replies: 8
Views: 18968

Hiring freeze on wall street

QuoteOriginally posted by: cryptic26At least till end of Q1 2012That is what I was thinking... Let's hope Jan-Feb bring some life into the job market !
by Sirrain
November 17th, 2011, 8:21 pm
Forum: Careers Forum
Topic: Hiring freeze on wall street
Replies: 8
Views: 18968

Hiring freeze on wall street

Whats the word on when these freezes go out of effect? Is beginning of new year (jan) a new hiring season, or will these freezes last much longer than that??
by Sirrain
November 16th, 2011, 2:22 pm
Forum: Careers Forum
Topic: FO to Middle Office, bad career move?
Replies: 16
Views: 19675

FO to Middle Office, bad career move?

<t>Moving to MO will definitely be a change of environment, less pressure and more time to think/learn. That said, it's not really easy to go from MO back to FO - my experience has been there is a barrier from both sides to allow movement between MO and FO, so there is a good chance you might be stu...
by Sirrain
November 14th, 2011, 12:39 am
Forum: Careers Forum
Topic: Credit research as a path to credit trading ?
Replies: 5
Views: 17835

Credit research as a path to credit trading ?

Any other thoughts on this?
by Sirrain
November 12th, 2011, 4:15 pm
Forum: Careers Forum
Topic: QUANT FINANCE IS DEAD
Replies: 54
Views: 33328

QUANT FINANCE IS DEAD

double posted
by Sirrain
November 12th, 2011, 4:14 pm
Forum: Careers Forum
Topic: QUANT FINANCE IS DEAD
Replies: 54
Views: 33328

QUANT FINANCE IS DEAD

<t>QuoteOriginally posted by: 319If Quant Finance is really dying, as a lot of people seem to think here, what are the conclusions for someone who is truly interested in financial mathematics but does not want to end up in an IT role? Just accept that a quant MSc is no investment into the future any...
by Sirrain
November 11th, 2011, 2:45 pm
Forum: Careers Forum
Topic: Credit research as a path to credit trading ?
Replies: 5
Views: 17835

Credit research as a path to credit trading ?

<t>QuoteOriginally posted by: StructCredAssuming the credit research job is in the IB, This type of move isn't uncommon. It happens more often on high yield side than ig. Few IBs still have publishing credit research groups left, most of them are desk research these days and sit with traders.Any rea...
by Sirrain
November 11th, 2011, 3:43 am
Forum: Careers Forum
Topic: Credit research as a path to credit trading ?
Replies: 5
Views: 17835

Credit research as a path to credit trading ?

QuoteOriginally posted by: blackstormcapcredit research is the best job on earthelaborate..
by Sirrain
November 10th, 2011, 5:16 pm
Forum: Careers Forum
Topic: How to be a trader in IB or trading firms for a graduate student of computer engineering ?
Replies: 12
Views: 19449

How to be a trader in IB or trading firms for a graduate student of computer engineering ?

QuoteOriginally posted by: rmaxThere are a lot of threads of "I want to be a trader"Do these people really want to be a trader? Or do they just think that they will become rich of they become one?What difference does it make to you? Its fine either way.
by Sirrain
November 10th, 2011, 4:21 pm
Forum: Careers Forum
Topic: Credit research as a path to credit trading ?
Replies: 5
Views: 17835

Credit research as a path to credit trading ?

If someone wanted to move from credit research into credit trading at the same firm (bulge bracket), is that very possible or is it the exception?