<t>How this 3rd party software publish data to this temp sheet? Forcefully write to the cell? some kind of RTD? or something else? If there is a way to directly intercept its "writing", it may be the best option.If you have to capture the tick from the temp excel sheet itself, the first thing you wi...

It may be slightly off topic ... but is your C/C++ function part of a standard DLL that will be called by VBA? Or are you building a XLL type of C/C++ library? If it is the former case, it's usually safer and better to declare the parameter as BSTR instead of std::string.

<t>QuoteThe Fed Fund and EONIA swaps pay a rate which is compounded in the natural way for overnight rates (\prod 1+\delta_i r_i). So you don't need the estimation of the daily forward and their composition, it is equivalent to compute the payment period (annual) forward rate. This is correct (and s...

<t>QuoteThere are two options for calculating the risk:1) Bump the curve practically2) Calculate the derivatives at the cashflow dates and then project the results to some pre-defined grid point structureI like 2) but am willing to "compromise" for speed.Yes, (2) is much faster than (1) and the risk...

Does it involve only pricing from an already-built curve, or may involve bumping/rebuilding curve? Building OIS curve may be expensive.

<t>QuoteOriginally posted by: isaaccoolHey guys,1.what's the best way to push real time data to Excel as well as sending data from Excel to real time source... How do you guys implement such system usually? Mind sharing? Do you guys use a RTD server or what?What kind of data volume are you talking a...

<r>Not fully understand your question, but if you are asking how to write a self-adapting array function, there is an example here: <URL url="http://book.greenwich2greenwich.com/Examples/BTW">http://book.greenwich2greenwich.com/Examples/BTW</URL>, I have also noticed something in that code that may ...

<t>The inflation situation in US is a bit unique because of dollar's status as world reserve currency. The expectation of inflation is high, but the real inflation is extremely low considering the amount of money Fed has printed. So in essence, US is exporting inflation to emerging markets. This is ...

<t>I also agree that this guy has some points. In addition to available credit, I also think house pricing is a function of people's expectation to a very large degree. For example, house price has been skyrocketing in some well developed areas in China (especially Shanghai and Beijing) along with t...

<r>what do you guys think about this? <URL url="http://gonzalolira.blogspot.com/2011/02/inflation-hyperinflation-and-real.html"><LINK_TEXT text="http://gonzalolira.blogspot.com/2011/02 ... -real.html">http://gonzalolira.blogspot.com/2011/02/inflation-hyperinflation-and-real.html</LINK_TEXT></URL> </r>

<t>QuoteOriginally posted by: CuchulainnQuoteI am not sure whether we are talking about the same thing. I refer to simple C++ const member function which says "this member function won't change any instance member variable (...well excluding mutable)"That's correct. But 'const' is much broader than ...

<r>QuoteConstness is part of the interface. It tells the caller that the outcome depends only on the value of supplied arguments, not on the argument values used in previous calls or how many times the object was copied or used. Generating random bits from RNGs shouldn't be const, but Inverse CDF ca...

<t>QuoteOriginally posted by: CuchulainnI think this was not a design intent with Java in the first place! They did not discard it AFAIK but it was never included in the first place (also no operator overloading not generics).To me, it's quite useful and help to compare the features of different lan...

<t>Member function is an interface contract. Therefore we have to ask ourselves what guarantee the caller can get from a const function declaration? In a multi-thread world, two consecutive calls to the same const function may return completely different results because another thread may sneak in b...

<t>QuoteOriginally posted by: renormConst-correctness is very important, especially in multi-threaded world. C++ and Java seem to use different approach. I came across this while browsing stackoverflow. This DrDobbs article was referenced in one of the answers.And here is the quiz (or open ended dis...