<t>1) Yesterday's (say 5yr) swap v's today's (5yr) swapYes, cashflow dates and amounts for yesterday's (say 5yr) swap will be different from today's, however, (back to the original question) this does not mean that one must define the swap instruments afresh each day. If one defines the swap (or oth...

<t>I'd have lots of 5yr swaps, but the difference between them would be things like the currency, daycount convention, length of fixed periods, index, reset frequency, etc.. For these I would not define a Start Date and End Date when I defined the instrument, just the maturity (i.e. 5 years).Then wh...

Not being fluent in LaTex, has anyone heard of any application that would allow an iPad to be used as a tablet for entering equations with a stylus and producing LaTex?

<t>I'd certainly recommend defining instruments independently of the curve, before you define the curve. There are a certain number of attributes of the instrument that you definitely need to define (e.g. currency, daycount convention, length of fixed periods, etc.). There are also a number of instr...

<t>In order to be able to say E[X-Y|X+Y=1]=0 I think it is sufficient for X and Y to be identically distributed - if so, it is not necessary for them to be independent, uncorrelated nor normal.If X and Y are identically distributed then E[X|X+Y=1]=E[Y|X+Y=1], therefore by the linearity of conditiona...

On a related subject, could there be an area where papers could be posted by copyright holders and made available. Often when a link is given in a forum it is no linger valid when I try it.Chris