Zerdna, not sure u can go 43.3 miles in the second step and get back. Or did I miss something?.Rgds

<t>This looks like a way to get to 181.33My friend suggested this: Taking 116 (16 in jeep and B1 )Go 8 miles and leave B1 =100 and retrun to originthen go 23 miles filling on the way (and back) from B1 and leave B2 = 100 at 23 miles and B1= 84 at 8 milesTake the remaining fuel in B3 (54) and fill up...

Sub simulstarts = Timersimulation code herefinish = TimerCells(1,1).Value = (starts- finish)End Subthis should do it

what do u mean by yield curve? is it the ytm curve?

<t>mrblue, the ytm curve given a zero curve clearly depends on the coupon of the issues. As the coupon gets close to zero the ytm would approach the zero yield, as coupon goes higher, the ytm should go below the zero yield and at some point below par yield in a positive zero curve slope environment....

<t>I do not think the par curve is the same as the market yield curve. Yield curve usually referred to in the market is the YTM curve of bonds (par, discount or premium). In the case of swaps the headline swap rates are automatically par, so there is no difference between both these (as dgn2 says be...

donno of any statistic, but from the time when I was in fx option i can say it is eur/usd, followed by usd/jpy and then cable in that order

I have heard people mention the seasonality of the betas used to hedge tips (apparently because of the non seasonally adjusted index used for calculating inflation accretion). Does anyone have any information on this?ThanksRajesh

<t>What i was thinking was:Assuming the bond is of same credit/liquidity type characteristics, (say both are US Govt notes) then it is probably safe to assume that they share the same spot term structure. (the coupon strips are fungible in US bonds)When each cashflow is discounted using its own spot...

IS the ytm not clear once you specify the price, coupon and maturity? can't see how the algebra won't work.

can U do 7 *6/+(sqrt(5-1))

Thanks. Is the paper available online. It eluded me on a quick search on the web.

<t>I am trying to find a way to do a relative value trade between the level of rates and implied volatility when the rates are 2-3 sigma out on a regression. For example when the rates are too high I was thinking of buying the bond and taking an options position through swaption straddles such that ...

AaronBy same security I do mean the same maturity. Actually as you pointed out it was an error in my regression data. The regression does have high correlation.Thanks

<t>I am building a model to value to treasury bond and note futures. I use PCA on the deliverable set to generate interest rate scenarios. I observed that when I regress the actual yield changes of the deliverable set on any particular day to the first 2 factor loadings to find the factor realizatio...