<t>This is a repost from a post at the General Forum. Due to lack of answers, I thought it would be more suited to this sub-forum. There is a swap between counterparties A and BTenor = 10yTrade Date = TStart Date = T+6mEnd Date = T + 10y 6mPayments = Annually, act/360 from T + 1y6m onwardsA pays: X%...

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<t>There is a swap between counterparties A and BTenor = 10yTrade Date = TStart Date = T+6mEnd Date = T + 10y 6mPayments = Annually, act/360 from T + 1y6m onwardsA pays: X% p.a.A recs: (Underlying at Payment Date / Underlying on Start Date -1) / N , where N = 1, 2, 3 .. 10 for the 10 payments (just ...

No, but I want to write a library that is flexible to handle such date formats, if I can't find anything available already. Many thanks

Thanks Edouard. I saw this doc before, but I couldn't find anything by the big 4 about the recent watered down version implemented by EU central bank in Jan 2013 and its implications.

<t>HiI am trying to write a function that would be like =userDateAdd (Date1 as Date, PeriodString as String) that would simply return Date2 by adding the interval denoted by PeriodString to Date1I am sure this is somewhere online/written by someone and I need not re-invent the wheel. How should I wr...

Hi Edouard, that's what I am trying to find. But I couldn't find any summary docs yet. Can you please put up a link, if you have one. Many thanks

<t>Thanks, I am wondering if there is an already existing library for this. Quantlib maybe?I have never used Visual studio or Linq or C# and I think learning the environment would take up some amount of time, while I won't be re-using that learning again I think (this is just a one of project)I am f...

<t>I am trying to model the following:30 different bonds, each with different tenor, frequency of payment, fixed coupon rate (all bullet and fixed bonds as of now, no amortization)Participant A buys these bonds, and gets repos on some of these bonds (frequency of repo leg and coupon to be specified,...

Is there a way of getting various market research subscriptions like below, collectively, at a discount, rather than having to subscribe to each one separately, to save time and money both? - efinancial news- Bond Radar- Loan Radar- derivatives week- mtni- VC Circle

I am trying to figure out the exact details of the changes made in Basel 3 over the last one week in terms of relaxation of termsIs there a white-paper or a research report that one knows that summarises everythingThanks

How would these software packages interact with the market data application (like Bloomberg, Reuters) for getting the rate curves, rates vol, cds curves, etc that are to be used in the calculation. Is there a preference for any package in this regard?Thanks

<t>Thank you very much all.I would be glad if you can give me a brief idea, if you may, of the costs of the interest rate and the credit package for 1) Murex 2) Algorithmics3) SuperDerivatives4) Numberix5) QuantLib6) UnriskI am also keen to find out if these systems can price swaps or other structur...

<t>HiI am looking for some derivative pricing packages that are available commercially for use by a small/mid sized financial services firm. Specifically looing for simple IR and FX options pricing, callable swap pricing, range accrual, TARN, etc on IR side, and repo, CDS, CLN and FTD on credit side...

<t>HiI am looking for some derivative pricing packages that are available commercially for use by a small/mid sized financial services firm. Specifically looing for simple IR and FX options pricing, callable swap pricing, range accrual, TARN, etc on IR side, and repo, CDS, CLN and FTD on credit side...