And Matlab has a fully functional set of canned financial markets instrument pricers? Or close to?

<r>Thanks halik I hear you. Am not qualified to judge if its too complex for everybody. I've seen some pretty complex stuff getting done in my bank (which is french and loves maths) and quantlib seems to target that segment. But I am an IRS salesperson dealing with macro hedge fund clients. Directio...

<t>I want to value portfolios of developed and emerging markets interest rate swaps. I've outgrown Excel, but I'm finding quantlib very dense and too complicated for my needs. Is there anything "in between" that people can suggest? I'd prefer Python. I don't need any optionality. All I need is to cr...

<t>@pnrodriguez.....I am trying to tell which currency pairs have moved in any given period, independently of the overall market movement. In my job as a salesperson in FX, like the rest of us I suffer daily from information overload, namely dozens (or hundreds) of series to watch, so as to keep my ...

<t>Hello,I am analyzing approximately 50 series of FX rates, many of which are fairly highly correlated. For each one, I want to find the linear combination of say 5 of the other series, which best replicates it. How would I go about doing this? Multiple regression? I could test every possible combi...

<t>Hello, I have 20 currency pairs (all against the dollar, basically all the majors and emergings). For any one of these currencies, for example, USDZAR, I wish to find the weights for the linear combination of the other 19 USDXXX crosses that I would need, to construct the "best" tracking portfoli...

<t>Hello, I have 20 currency pairs (all against the dollar, basically all the majors and emergings). For any one of these currencies, for example, USDZAR, I wish to find the weights for the linear combination of the other 19 USDXXX crosses that I would need, to construct the "best" tracking portfoli...