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by nicolasito
July 29th, 2010, 2:58 pm
Forum: Programming and Software Forum
Topic: VBA Code for downloading data from a website
Replies: 13
Views: 30607

VBA Code for downloading data from a website

<r>I think the following spreadsheet may give you some good hints: <URL url="http://www.rnfc.org/rhapsody/class/summer_2009/FUNDAMENTAL_DATA_ADVFN.xltmFurther"><LINK_TEXT text="http://www.rnfc.org/rhapsody/class/summ ... ltmFurther">http://www.rnfc.org/rhapsody/class/summer_2009/FUNDAMENTAL_DATA_ADV...
by nicolasito
June 23rd, 2010, 1:30 am
Forum: Programming and Software Forum
Topic: Anatomy of XIRR
Replies: 3
Views: 30754

Anatomy of XIRR

<r>For example, TEMP_VAL = PUB_DATA_VECTOR(SROW, 1)For i = SROW + 1 To NROWS T_VAL = (PUB_DATE_VECTOR(i, 1) - PUB_DATE_VECTOR(SROW, 1)) / 365 TEMP_VAL = TEMP_VAL + (PUB_DATA_VECTOR(i, 1) / (1 + X_VAL) ^ T_VAL)Next iCALL_XIRR_OBJ_FUNC = Abs(TEMP_VAL) ^ 2 Recommend Newton or the Muller method in <URL ...
by nicolasito
June 23rd, 2010, 1:18 am
Forum: Numerical Methods Forum
Topic: Nelson-Siegel-Svensson Curve Fitting
Replies: 7
Views: 42925

Nelson-Siegel-Svensson Curve Fitting

wanna I may be able to help you. Send me an email - rnfermincota@gmail.comnico
by nicolasito
March 12th, 2010, 2:32 am
Forum: Programming and Software Forum
Topic: Bond pricing in Matlab and Excel
Replies: 3
Views: 32027

Bond pricing in Matlab and Excel

<r>This may help: <URL url="http://www.six-swiss-exchange.com/download/trading/products/bonds/accrued_interest_en.pdfnico"><LINK_TEXT text="http://www.six-swiss-exchange.com/downl ... en.pdfnico">http://www.six-swiss-exchange.com/download/trading/products/bonds/accrued_interest_en.pdfnico</LINK_TEXT...
by nicolasito
October 20th, 2009, 12:36 am
Forum: Numerical Methods Forum
Topic: VBA code to determine eigenvalues & eigenvectors...
Replies: 9
Views: 58850

VBA code to determine eigenvalues & eigenvectors...

<r>Check <URL url="http://www.rnfc.org/ivey/">www.rnfc.org/ivey/</URL> --> Math Section --> MATRIX_EIGEN --> There are different ways. Here it is the Jacobi version that give you the right values.Private Function PORT_FACTOR_EIGEN_VALUES_VECTORS_JACOBI_FUNC(ByRef DATA_RNG As Variant, _Optional ByVal...
by nicolasito
October 12th, 2009, 8:26 pm
Forum: Programming and Software Forum
Topic: portfolio risk management software
Replies: 1
Views: 34183

portfolio risk management software

Check the Math and Quant Libraries: www.rnfc.org/ivey/nico
by nicolasito
September 22nd, 2009, 11:14 am
Forum: Numerical Methods Forum
Topic: Hull-White Two-Factor Monte Carlo
Replies: 9
Views: 40915

Hull-White Two-Factor Monte Carlo

you welcome
by nicolasito
September 22nd, 2009, 9:48 am
Forum: Numerical Methods Forum
Topic: Hull-White Two-Factor Monte Carlo
Replies: 9
Views: 40915

Hull-White Two-Factor Monte Carlo

Go to www.rnfc.org/ivey/Quant LibrariesLook for the Library FINAN_FI_MBS_SIMUL_LIBRThe simulation routine may help you!nico