<t>There is mention in this book about scripting possibilities :- basically wrapping the dynamic C# scripting capabilities. Has anyone tried to build an 'IDE' around this to make it easier to write the scripts? We've habe something that parses the scripts before the runtime to ensure they will run -...

<t>QuoteOver time the scalability will be questionable and the maintenance and quality certainly will be --> yes, and that's exactly why the true age of the product is a meaningfull information.---> Are you saying that you'd take a product in it's infancy?? In my experience the architecture if frequ...

<t>scalability, releases, maintenance & quality are all software issues independent of whether its a vendor solution or an in-house developed system. Over time the scalability will be questionable and the maintenance and quality certainly will be. I've seen one instance where the bank didn't act...

<t>Murex: (Top of the pops - In the Vendor world) - has its limitations - I just posted some of them in another thread today).Summit: Summit MUST - Is apparently pretty good for exotics. BUT - It only has one customer that I'm aware of - KFW in Germany. They were driving a lot of development in the ...

<r>The pricing structure for Murex is not straightforward. I've heard of instances where one customer supposedly paid 10-15m EUR, not sure how much consulting was included in this, and another famous hedge fund in London paid a very low figure, from memory significantly less than <100k. Obviously on...

thks for the comments and explanations

Ok - have re-thought it a little. If I'm selling a floor - pricing the floor on the Bid Side will give me a higher price. If I'm selling the floor therefore I wouldn't want to be offer side for the yield curve - right? Vol curves are fine - i think they'd still want to be on the offer side.

<t>Hi Martinghoul - thanks for the response. Sorry:- my question was poorly worded.I was under the impression that when entering the market to sell the floor for instance the trader tended to use a different side (for the yield curve or the vol surface) than is completely obvious. This is based on a...

<t>Can someone explain the market side that a trader will take when Buying/Selling both Caps and Floors?When Buying Caps it would be natural to be on the Bid side for both the yield curve and vols. But what about Buying the floor? Is it still on the bid side? On the contra how about selling the Caps...

<t>Hi,Habe just added FX Forwards to my basis curve (which otherwise includes basis swaps). The curve looks as I'd expect when it's comprised of basis swaps. But when i addin the fx forwards to cover the short end I notice that there are periods when the stripping has indicated discount factors that...

<t>Not much time at the minute. One of the key things was that winforms, and the lack of flexibility for custom controls, sent us down the route of a 3rd party to provide grids and suchlike. We're finding that they are slowing us down by 30-40% at least. Partially this problem is alleviated by using...

Hi Cuchulainn, Is there a date set for "C# for Trading Systems" yet?The TOC looks good. Although a small discussion on the merits of WPF over winforms would have been good. One of our apps is suffering from Winforms generating too many handles at present.

How are people typically achieving the task of trigger monitoring? Does it tend to be topographical? Also - do people tend to use measures that Taleb (1997) mentioned such as Stealth and Wealth?Any thoughts?Tks

<t>Sounds like this is hedging a 3 ccy PRDC (Or derivative thereof). Nice and easy to solve! ;-)You will need something that will model the JPY, AUD and USD IR processes. Perhaps via short-rates or BGM-style. and model the fx processes between the FX processes. Using Short Rate models will make this...

<r>The cost/overhead of learning kdb is higher than the benefit it reaps, in this situation, IMO. (Baptism of fire for a new guy/gal! <E>:-)</E>) Unless you are dealing with mountains of data I'd stick with the more mainstream apps.I agree with DaveAngel -I seen Xenomorph recently - and was very imp...