I'd like the spreadsheets too please - luis.cota@gmail.comThanks!P.S. Wilmott should have a files repository for things like this, or a way to upload a file to a thread!

<t>How is the job market looking for 2011? I am about to get an offer with a new fund, though I am a bit nervous given the fund's relatively small size at launch (about $75mm, looking to get to 300-400mm by end of first year). Also, I'd be starting in a new area for me, which would be equities. My r...

<t>I am trying to approximate the values for Duration and Convexity using the basic functions in Excel (PRICE, DURATION)For the sake of this post, let's suppose:P(y) = Price FunctionD(y) = Duration FunctionC(y) = Convexity Functiondy = rate shift in basis pointsI should be able to approximate D by t...

what's usual severance for this kind of situation?

<t>My boss recently resigned - it's pretty clear that his team at this shop is done, and I'm probably next to go. What usually happens with an employee that is let go in these circumstances? 1 month notice, 1 day notice? How is this discussed during the exit - I relocated cross country specifically ...

What rates are used for constructing a MXN Peso IR Swap curve? There are several interpolated swap rates on bloomberg though I don't think there is an active futures market for rates in MXN, so which depo rates get used in practice?

Thanks for the replies - I was able to get around the problem by doing the following:1. Open the XLA / XLL file representing the addin in question2. Set addins(addin_name).Installed = False3. Addins(addin_name).Add(addin_file_path)4. Set addins(addin_name).Installed = True

<t>Thanks for the heads up - I have been unable to find any reference to this on the MSDN forums. How can an addin be loaded programmatically with an Excel instance? I've tried a few things, including loading via a VBA function (works for some addins, does not work when loading ExcelDNA addins), als...

<t>When I launch Excel through the Windows Explorer, a certain set of addins gets loaded as part of my user preferences. These addin preferences seem to be lost when I open an Excel instance via the PythonCOM interface. How can I launch Excel and enforce the addin loading process so that the same ad...

I should state that the purpose of this database will be to store historical vol matrices

How do you guys store vol matrices (or other types of variable size matrices) in a database? Do you create a superset table with the indices as columns, or do you store the entire matrix in a single cell? Any advice is welcome. Thanks!

When using Bloomberg's asynchronous methods to request historical data - how do you know when all of the data has finished downloading before proceeding to further processing steps?

<t>I am attempting to make a simple historical data request via the Bloomberg COM api. I've been attempting to modify the example in HistoryExample.xls yet I cannot seem to store an array of historical data that arrives - it seems that I cannot stop control flow until all data has been received.How ...

<t>Thanks for the feedback! One of the more difficult tasks has been answering the question What Am I (for the street) and getting a sense for what profiles are getting hired. What you mention about how to pitch the 2yr gap is quite possibly the largest reason I have not had good responses from the ...

The securities I worked with are fixed income derivatives, primarily IR derivs and credit derivatives.