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by riekelt1
August 22nd, 2012, 12:09 pm
Forum: Technical Forum
Topic: Bloomberg Reuters mapping
Replies: 3
Views: 12612

Bloomberg Reuters mapping

I already googled but cannot find anything usefull. What I need is eg"EIISDA02 Index" = "EURSFIXB2Y=". And then for all ccy's. It must be out there somewhere....
by riekelt1
August 22nd, 2012, 11:49 am
Forum: Technical Forum
Topic: Bloomberg Reuters mapping
Replies: 3
Views: 12612

Bloomberg Reuters mapping

Hi, I'm looking for a mapping table for interest rates. So eg the Libor, Euribor, ISDA fix codes in Bloomberg and Reuters. Does anyone know if such a table exists?
by riekelt1
February 24th, 2011, 8:45 am
Forum: General Forum
Topic: Performance attribution with Theta
Replies: 9
Views: 23818

Performance attribution with Theta

<t>Hi,I'm new on this forum and hope to get an answer to a simple question. I am trying to explain the pl of a swap portfolio is several components. I now have Delta, new trades, amendments, unwinds. The last component Theta I don't quite understand; is this imply a $number or do I need to multiply ...