<t>Hi everyone,I am trying to do a correlation study (in terms of futures and implied vol) between two assets: one in USD (on the CME) and one in EUR (on the LIFFE)I think it would be highly interesting to take out the FX impact in the difference between the two implied vol but I have no idea how to...

<t>Hello,In Bloomberg I can find cross currency basis swap (ex: SKEBS5 Curncy that is 3m EUR floating to 3m to SEK floating). If the EUR level is flat, it works fine (ie: 3m Euribor = 3m Stibor + basis). But if the EUR level is not flat (ie 3m Euribor + 500bps), then the SEK equivalent is not 3m Sti...

<t>Hello everyone,My question is very simple: how do you calibrate, in practice, the implied vol surface of NKY Index ?I only have Bloomberg (not Reuters or OTC information), and the options datas I retrieve from Bloomberg (10mn before the fixing this morning) are quite ridiculous!example:12/2011 - ...

1: paris area is very limited2: there is almost no new construction in paris "intr-muros"3: the population is growing4: paris is paris; ie: a city where all the richest guys around the world want a beautiful appartment with a lovely sightdo you still think its a bubble ?

QuoteOriginally posted by: daveangelQuote and will therefore put delta + call delta not equal to one call delta + put delta is never equal to 1. call delta - put delta = 1only if no dividend/repo/borrowing cost

<r>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: MoriabenCuchulainn: single-thread, i never learnt how to code in multi-threading (if you have a paper "multithreading for dummies", i'm interested)kimosabe: i agree with you. however, for the final user (my boss lol), its easier to c...

Cuchulainn: single-thread, i never learnt how to code in multi-threading (if you have a paper "multithreading for dummies", i'm interested)kimosabe: i agree with you. however, for the final user (my boss lol), its easier to code a payoff in vba than coding it in c++ and then recompile the dll

i'm storing all the datas in C++ (in a vector<vector<..double>>>), then copy everything to VBA using a one-dimension array, erase the vector<vector<...>>>, close the dll, and the calculate the 200k payoffs

<t>QuoteOriginally posted by: CuchulainnQuotecan I call excel/vba functions (moreover, a user defined function in vba) from unmanaged C++ with ATL ?AFAIK, No. Why would you want to do that? Or data transfer??The other way (VBA for UI) and C++ for computing is a starter for a simple reason: i'm curre...

<t>QuoteOriginally posted by: CuchulainnQuoteIt's too bad that there is no easy way to interop between unmanaged C++ and ExcelYes there is It's called ATL projects. No problems. It is very easy these days. Under VS.BTW Excel has no native .NET, only COM or C API.And there's XLL projects.ATL allows b...

<t>QuoteOriginally posted by: HansiQuoteOriginally posted by: Moriabenany advantage for using C# over VB.net ?Syntax causes less headaches?QuoteOriginally posted by: Moriabenother question:in visual studio 2008, do you know the difference between a "Visual C# / Windows / Class Library" project and a...

<t>i"ll have a look, thx for the link!any advantage for using C# over VB.net ?other question:in visual studio 2008, do you know the difference between a "Visual C# / Windows / Class Library" project and a "Visual C# / Office / 2003 / Excel 2003 Add-in" ? Except the references that are already includ...

<t>VB.net seems to be pretty easy to use as well (I know vba, but never tried C#)So let's try another thing:How can I "integrate" an unmanaged c++ dll in a managed vb.net dll project ? Is it possible to include the first dll in the second one? ie: the final user only sees 1 dll file in his directory...

Tableau->Value::get(System:bject^) is available, but the argument doesnt look like a row/col index

indeed, when i'm in the debug mode, in the local variables, i can see that the datas are stored in Values2.. but i cant manage to access themi've tried everything:Tableau->Values2(0,0)Tableau->Values2[0,0]Tableau(0,0)->Values2Tableau[0,0]->Values2nothing works..