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by dunchy
August 17th, 2009, 4:56 am
Forum: Programming and Software Forum
Topic: SAS Enterprise Guide Replacement?
Replies: 3
Views: 36724

SAS Enterprise Guide Replacement?

<r>This is exactly what I needed: gui for the queries, and a hint to get me here: <URL url="http://en.wikipedia.org/wiki/Comparison_of_database_tools"><LINK_TEXT text="http://en.wikipedia.org/wiki/Comparison ... base_tools">http://en.wikipedia.org/wiki/Comparison_of_database_tools</LINK_TEXT></URL>....
by dunchy
August 16th, 2009, 4:04 pm
Forum: Programming and Software Forum
Topic: SAS Enterprise Guide Replacement?
Replies: 3
Views: 36724

SAS Enterprise Guide Replacement?

Is there something similar??Basically the only thing I need is a comfortable GUI for making SQL queries for joining and filtering tables.
by dunchy
June 25th, 2009, 6:30 am
Forum: Student Forum
Topic: Recreate quoted price of caps
Replies: 3
Views: 37462

Recreate quoted price of caps

<t>Hi everyone. I am trying to recreate quoted cap prices with Black76 formula. I am getting correct result for the caps of maturity up to 5years. For example the difference between theoretical and quoted price for the 5years cap is 45 basis points. What can be the reason for that? Is it possible th...
by dunchy
May 5th, 2009, 10:04 am
Forum: Student Forum
Topic: Calculating Cap and Caplet price (yet again)
Replies: 0
Views: 41001

Calculating Cap and Caplet price (yet again)

<r>Hi everyone!I have two big newbie dilemmas about caps. I'll try to be as detailed as possible.1. Pricing formula (e.g. Hull, page 517 or Wilmott IQF, page 391), says: Caplet that gives payoff at time t_(k+1) corresponds to the forward rate observed at time t_k. Now, if I'm right, the forward rate...