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by NetAdair
October 18th, 2011, 10:11 pm
Forum: Careers Forum
Topic: Murex vs In-House IT Roles
Replies: 2
Views: 20705

Murex vs In-House IT Roles

<t>Having worked with MSL in the epad or STB, what is your confidence in the quality of the software, given this part is 8yrs+ matured? Have you ever worked with the 15yrs+ old parts? Have you elaborated on the "younger" parts?I see it this way: software that always works as expected, or delivers wh...
by NetAdair
March 27th, 2010, 5:16 pm
Forum: Technical Forum
Topic: convexity correction ho lee model
Replies: 2
Views: 36386

convexity correction ho lee model

<t> int_u=0^u=t1 (t2-u) du equals to t1*t2/2 , so that's where this part of the term comes from.I'm not sure about this one, though, but in your general convexity adjustment rule, is it possible you miss the 1/(t2-t1) factor and the -1 as in1/(t2-t1)*( exp( int_u=0^u=t1 ( b(u,t2) - b(u,t1) )*b(u,t2)...