<t>Does anyone know the definition of 'Qualified' TDST breakout? According to Demark, one of the conditions that cancels a TD Buy Countdown is;"If the market trades higher and posts a true low above the true high of the prior TD Buy Setup i.e. TDST resistance" then the developing TD Buy Countdown wi...

It's been on the news for some time that China is setting up cross currency swap line with some trading partners, my question is how this Xccy swap line can China benefit from? Can anyone give a particular example?(sorry this must be a stupid question for economists out there...)

<t>Bond spread is the difference between bond yield and the swap rate at the equivalent tenor....which is swap spread as well. Asset swap for example is a combination of bond purchase and a swap transaction, the bond purchaser will pay fix and receive libor + "spread". Where this "spread" is defined...

but there were no asset swaps in the bond book? and assume none of the bonds were hedged, do I still have bond spread exposures?

sovereign bond book

Hi, I am looking at a bond book and have been asked to analyse its bond spread risk...but I think we only have bond spread risk if we are hedging swaps with bonds or the other way around right?

Does anyone know where I could find a way to calculate Diversity Score for a portfolio?I've heard there are slight difference in different deals....

Haha, thank you very much for your help, it was very helpful indeed. I am joining the bank in sept 07, not sure if they will sponsor me to do the exam before that date. Anyway, thanks again!

Dear All, I am considering of taking the June 07 CFA exam now, but I have heard there's a relatively new qualification called CAIA. Which one do you guys think is more useful in the future?

Thanks asd, it was helpful!

Dear All, I am trying to implement Monte Carlo simulation to sim interest rate using HJM interest rate model, does anyone know where I could get relevant reading or coding about this?

Dear All, I am trying to implement Monte Carlo simulation to sim interest rate using HJM interest rate model, does anyone know where I could get relevant reading or coding about this?

Dear All, I am trying to implement Monte Carlo simulation to sim interest rate using HJM interest rate model, does anyone know where I could get relevant reading or coding about this?

Dear All, I know is strange to ask IBD stuff here, but I am going to this assessment centre for a role in sales and trading, inside information confirms that there will be a writen case study on M&A case study, does anyone know where I can get these sort of practice cases?

Dear All, I know is strange to ask IBD stuff here, but I am going to this assessment centre for a role in sales and trading, inside information confirms that there will be a writen case study on M&A case study, does anyone know where I can get these sort of practice cases?