<t>I solved the problem by myself.The solution is enough good for a smart task (like mine in this case), but not very rigorous.Mainly I use a timer function to wait Bloomberg finish the download of intraday bid/ask prices.The sheet is very simple and you can find it in the attachment.If you develope...

<t>Hi to all,I've a problem to retrieve informations from Bloomberg using VBA code.I need to download intraday bond bid prices of many issues but I'm unable to write the proper code.For example here a piece of data:ISIN Contributor labelXS0159134369 DAB XS0159134369 @DAB CorpXS0159134369 ABN XS01591...

thanks CaptainFuturevery good link

<t>Hi,you have to relax following parameters:- TolFun: Termination tolerance on the function value.- TolCon: Termination tolerance on the constraint violation.- TolX: Termination tolerance on x.They are set on a default value (I think 1e-006).Try to put greater values.I guess the message says that y...

<t>if you are using matlab, you can use these 2 following functions:- portcons: to impose your constraints in inequality equations; ( you have to create one matrix and one vector representing your right and left hands of inequality equations )- portopt: to implement the optimization.matlab offers mo...

Modeling Derivatives in C++Justin LondonISBN: 0-471-65464-7link to wiley siteit's a good book with a wide view on the all the topics

the .zip from matlab central is a nice application. thank u QuantOption

<r>A statistical measure of the tendency of a market or security to rise or fall sharply within a period of time.Volatility is typically calculated by using variance or annualized standard deviation of the price or return. A measure of the relative volatility of a stock to the market is its beta. A ...