Anyone knows what's the convention for interpolating a stub on a rate swap if one coupon is shorter than 1M (short stub) or longer than 6M (long stub) ?
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 ?
<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>
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 ?
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 ?
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
<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...
<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/...
<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...
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 ...
<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...
<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...