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by cemil
December 21st, 2005, 3:15 pm
Forum: Technical Forum
Topic: How do I price a EONIA SWAP
Replies: 5
Views: 132598

How do I price a EONIA SWAP

Hello JoshuaSuppose You need to price Swap Eonia, how do you price it???Your method suppose to have a good Eonia curve. What will happened when not?One of the way is to use future contracts to price swap eonia.cheers
by cemil
November 24th, 2005, 8:16 am
Forum: General Forum
Topic: short 1st coupon -> accrued interest?
Replies: 3
Views: 129086

short 1st coupon -> accrued interest?

for your 1st question: for ACT/ACT347/366*5%and for your 2nd question:287/366*5%
by cemil
October 7th, 2005, 2:04 pm
Forum: Technical Forum
Topic: Treasury Bond Futures
Replies: 5
Views: 133716

Treasury Bond Futures

You can use Black model to price your future bond option...
by cemil
October 7th, 2005, 1:44 pm
Forum: Technical Forum
Topic: Treasury Bond Futures
Replies: 5
Views: 133716

Treasury Bond Futures

What do you want to price with your model?Valuate Future bond price?...
by cemil
October 7th, 2005, 1:21 pm
Forum: Technical Forum
Topic: Treasury Bond Futures
Replies: 5
Views: 133716

Treasury Bond Futures

Do you really look for Bloomberg befor asking your question?
by cemil
September 27th, 2005, 10:44 am
Forum: General Forum
Topic: best way to check a series of decreasing number
Replies: 10
Views: 135145

best way to check a series of decreasing number

I am a best way to check if it is decreasing or not:suppose your data is in the area "B4:B7", you can use this formulaIF(MATCH(MAX(B4:B7),B4:B7,0)=1,"decrease","other")
by cemil
September 20th, 2005, 11:01 am
Forum: Programming and Software Forum
Topic: excel question
Replies: 14
Views: 148493

excel question

The best way to transforme you "text" value in "number" value is :multiply by 1 the "text" value and then you have a "number" value.
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