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by bluetrin
April 3rd, 2019, 10:34 am
Forum: General Forum
Topic: What are the rules for EOM effective dates for Libor
Replies: 2
Views: 742

What are the rules for EOM effective dates for Libor

Does anyone has a link to an official resources to know if the end date is preserving the end of month for LIBOR fixings ?
i.e. if on USD LIBOR today +2bd is an end of months, does that mean that LIBOR1M will end as well on the last business day of the end of month ?
by bluetrin
April 26th, 2015, 9:14 am
Forum: Student Forum
Topic: FX Forwards Convention
Replies: 4
Views: 2967

FX Forwards Convention

Thanks Martin
by bluetrin
April 25th, 2015, 10:27 am
Forum: Student Forum
Topic: FX Forwards Convention
Replies: 4
Views: 2967

FX Forwards Convention

<t>Thanks, I understand this part. But once you trade, on the confirmation, will the dealer add these pips to the the bid ask spot or will he use the mid ? In other words: is the bid ask of the forwards added on the top of the bid ask for the spot ? Is that what you said by 'including for spot' ? </t>
by bluetrin
April 25th, 2015, 10:12 am
Forum: Student Forum
Topic: FX Forwards Convention
Replies: 4
Views: 2967

FX Forwards Convention

When a FX forward is quoted, is the quote added to the mid Spot ?Or is the bid Of he FX Forward added to the bid of the FX Spot and the Ask to the Ask of the Spot ?
by bluetrin
January 9th, 2015, 9:21 am
Forum: Brainteaser Forum
Topic: Erratic Bond Pricing?
Replies: 4
Views: 7963

Erratic Bond Pricing?

Since you mentioned that they have the same credit risk, I guess it could not be that one is double-barreled.I am not familiar with the muni market, but could one have implicit optionality such as callability ?
by bluetrin
January 9th, 2015, 9:16 am
Forum: Brainteaser Forum
Topic: My first serious post
Replies: 19
Views: 8881

My first serious post

QuoteOriginally posted by: billypilgrim2^29 has nine different digits. Which is the missing one?Can you give a clue ? I am far from being as good as the other people in this thread
by bluetrin
September 15th, 2014, 11:09 am
Forum: Programming and Software Forum
Topic: Codility challenges
Replies: 19
Views: 6109

Codility challenges

<t>QuoteOriginally posted by: tagomaHello bluetrin, I posted yesterday on this, in another thread.QuoteOriginally posted by: tagomacodilityCongrats for your prize. What was the sulfur challenge about?You can just click on their link and attempt the challenge as many times as you want. The Sulphur is...
by bluetrin
September 15th, 2014, 8:10 am
Forum: Programming and Software Forum
Topic: Codility challenges
Replies: 19
Views: 6109

Codility challenges

Codility.com is doing challenges, I think they are a bit easy for you guys but maybe you will find this somehow interesting:https://codility.com/programmers/challenges/
by bluetrin
August 13th, 2014, 2:26 pm
Forum: Off Topic
Topic: Dilbert's creator opinion on financial advisors
Replies: 0
Views: 3122

Dilbert's creator opinion on financial advisors

<r>Scott Adam had a strange rant on his blog about financial advisors, his opinion is ... just plain wrong on many points. I thought you would find this funny to read.<URL url="http://www.dilbert.com/blog/entry/how_to_make_more_money_in_stocksDISCLAIMER"><LINK_TEXT text="http://www.dilbert.com/blog/...
by bluetrin
July 16th, 2014, 3:06 pm
Forum: Programming and Software Forum
Topic: Matlab, Transfer Datafeed information to Database
Replies: 2
Views: 4241

Matlab, Transfer Datafeed information to Database

<t>By real-time datafeed, do you mean that you have a solution for high(er)-frequency or is it just a Bloomberg feed and you are pulling the information yourself (what NeuroGuy calls a pull mechanism).If you are doing a pull, they have working examples on the developer area in many languages using t...
by bluetrin
July 11th, 2014, 12:33 pm
Forum: Programming and Software Forum
Topic: Handy, one-liner, rule-of-thumb, dos/donts in any language
Replies: 45
Views: 7778

Handy, one-liner, rule-of-thumb, dos/donts in any language

R15: Unitary testing is a very important part of testing R16: Design solutions with maintenance and day to day operations in mind
by bluetrin
July 2nd, 2014, 4:28 pm
Forum: Careers Forum
Topic: Life cycle of a Quant
Replies: 30
Views: 7731

Life cycle of a Quant

QuoteOriginally posted by: MattFQuoteOriginally posted by: katastrofaYou don't need "fun" when you're 47.Oh yes you do ...You always need fun, just different fun ...
by bluetrin
July 1st, 2014, 7:34 pm
Forum: Programming and Software Forum
Topic: Lotus Notes Hall of Shame
Replies: 50
Views: 9796

Lotus Notes Hall of Shame

<r>Glad I could help Rmax. QuoteOriginally posted by: tagomaand what about lync (kinda skype) that comes (seems to come) together with latest outlook version (14?).say you're working with excel or any other application. any message your receive via lync ("hello, how was your w-e?") 'desactivates' th...
by bluetrin
July 1st, 2014, 2:52 pm
Forum: Programming and Software Forum
Topic: Lotus Notes Hall of Shame
Replies: 50
Views: 9796

Lotus Notes Hall of Shame

<t>QuoteOriginally posted by: rmaxWhatever you do just don't hit F7 if you use Lotus Notes when you are editing a mail. No godammnit, please don't. Everytime you do it I swear a small child is killed.What does F7 do? Spell check??? I wish. It just indents your current paragraph, kills a child, and e...
by bluetrin
June 30th, 2014, 7:49 pm
Forum: Careers Forum
Topic: Interview in Liabilities Driven Investment
Replies: 1
Views: 4373

Interview in Liabilities Driven Investment

Hello,Anyone has experience with this type of asset management ?What kind of questions to expect ? How do they tend to build their Fixed Income portfolios ?
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