@jtitulaer: Is there a easy-to-inplement graphing framework you can recommend for wxWidgets?

looks good, thanks, I will look into that!

as for your question iggytyper, my first hit on google washttp://finance.bi.no/~bernt/gcc_prog/recipes/recipes.pdfPage 77 (and following) seems to be what you are looking for, you will apparently need third party libraries, however.

daveangel,I would be very interested in the code you mentioned!

Are you looking for the max/min variance of T3 or the max/min covariance between T1 and T2?

<t>I believe not much has changed from a "quote"-point of view:Before, when you entered into a CDS with someone, you would agree on a traded spread (e.g. 167bp) which the protection buyer would pay periodically throughout the life of the CDS. Now, you still agree on a traded spread (e.g. 167bp) with...

this is way too much information for anyone to help

<t>Yes, generally this is how it works.In the simple case we have the following:The desk receives money from the investor and invests it (probably by transferring to treasury), from which it will earn a coupon of X. Then it sells short a CDS, for which it will receive a coupon of Y. The fair coupon ...

Hi,I can't open your file right now, and maybe your problem is a very different one, but let me try:The issue that first comes to my mind, due to it being overlooked by many people, is that you need to take care of the tax shield effect (in your second approach)?

Have you tried using "Application.WorksheetFunction.MInverse(CustomRange)" (after setting the range CustomRange at runtime)?

QuoteOriginally posted by: MartinghoulYour question is not clear. Are you asking how to interpolate?That's probably already the answer: interpolate.

see for example this linkyou will need to calculate (payoff(r) + payoff(r mirror))/2 for each simulation run.

QuoteOriginally posted by: stasNo, but I was hopping for lists I can download in bulk.In the outlook function I mentioned above you simply select the countries you are looking for and it will automatically download all holidays for those countries at once.

Did you already check out the "Add holiday" function in Outlook?

<r>check out the following:<URL url="http://www.cboe.com/micro/impliedcorrelation/ImpliedCorrelationIndicator.pdfhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=460080HTH"><LINK_TEXT text="http://www.cboe.com/micro/impliedcorrel ... =460080HTH">http://www.cboe.com/micro/impliedcorrelation/Implied...