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by cemil
July 11th, 2007, 10:43 am
Forum: Numerical Methods Forum
Topic: Question regarding interpolating off piece Interest Rate Swap Prices from other periods.
Replies: 1
Views: 69059

Question regarding interpolating off piece Interest Rate Swap Prices from other periods.

to have an idea of swap price you can interpolate between 10Y and 12Y swap because your 20/12/17 is between 10 and 12 year.For a perfect pricing, you need to have a swap ZC and from that you can price this broken date swap.
by cemil
July 11th, 2007, 8:01 am
Forum: Programming and Software Forum
Topic: Bloomberg DDE and VBA Macro
Replies: 4
Views: 73459

Bloomberg DDE and VBA Macro

Thanks!Firstly, I thought that it is a macro to link 2 applications in 2 computers via DDE link.
by cemil
July 10th, 2007, 12:24 pm
Forum: Programming and Software Forum
Topic: Bloomberg DDE and VBA Macro
Replies: 4
Views: 73459

Bloomberg DDE and VBA Macro

What is it this Excel VBA Macro ?is it possible to have a copy?thanks
by cemil
July 5th, 2007, 12:30 pm
Forum: General Forum
Topic: Bloomberg Data Access via Excel
Replies: 3
Views: 72857

Bloomberg Data Access via Excel

To access to the bloomberg data in your excel, you need to have a bloomberg licence
by cemil
July 4th, 2007, 8:35 am
Forum: General Forum
Topic: Israeli Shequel: Trading calendar
Replies: 5
Views: 69260

Israeli Shequel: Trading calendar

hi luigi!israeli calendar is not "standard" (gregorian) calendar. So all of these days are move compare to our calendar. The israeli calendar is moon calendar with 13 months.
by cemil
July 4th, 2007, 8:01 am
Forum: General Forum
Topic: Israeli Shequel: Trading calendar
Replies: 5
Views: 69260

Israeli Shequel: Trading calendar

<t>here is the israeli markets info:=2007 DATES=======MARKET HOLIDAY======Sunday 04 Mar Purim Monday 02 Apr Passover I Eve Tuesday 03 Apr Passover I Sunday 08 Apr Passover II Eve Monday 09 Apr Passover II Monday 23 Apr Memorial Day Tuesday 24 Apr Independence Day Tuesday 22 May Pentecost (Shavuot) E...
by cemil
June 25th, 2007, 9:09 am
Forum: General Forum
Topic: Start Date of USD IRS?
Replies: 1
Views: 69653

Start Date of USD IRS?

Trade date+2 business dayso the date is 2007/7/6
by cemil
May 2nd, 2007, 8:23 am
Forum: Programming and Software Forum
Topic: Help Regarding ASW Spread Calcs using FinCAD
Replies: 5
Views: 72990

Help Regarding ASW Spread Calcs using FinCAD

I find asw=-9.1The asw spread depend on your swap ZC.
by cemil
May 2nd, 2007, 7:21 am
Forum: Programming and Software Forum
Topic: Help Regarding ASW Spread Calcs using FinCAD
Replies: 5
Views: 72990

Help Regarding ASW Spread Calcs using FinCAD

I found it, today price is around 115.60. What do you have as asw for this price?
by cemil
May 2nd, 2007, 6:57 am
Forum: Programming and Software Forum
Topic: Help Regarding ASW Spread Calcs using FinCAD
Replies: 5
Views: 72990

Help Regarding ASW Spread Calcs using FinCAD

I can't find your bonds on reuters! can you describe the FR0000483075?
by cemil
March 23rd, 2007, 7:49 am
Forum: General Forum
Topic: Bond Listing
Replies: 2
Views: 75595

Bond Listing

even if most bonds are traded in OTC market, some markets list bonds. For example, luxembourg, germany, italy....
by cemil
March 16th, 2007, 2:55 pm
Forum: General Forum
Topic: real yield
Replies: 2
Views: 76342

real yield

for Euro market, zero coupon infaltion swap (from 2yr to 30yr) and the breakeven cash il bond are liquid market for french and italian il bonds.
by cemil
March 8th, 2007, 11:49 am
Forum: Technical Forum
Topic: zero coupon bond prices
Replies: 5
Views: 77821

zero coupon bond prices

which countries ? french?
by cemil
March 5th, 2007, 3:41 pm
Forum: Student Forum
Topic: Programming Languages --What order to learn them?
Replies: 12
Views: 77885

Programming Languages --What order to learn them?

you must learn C++
by cemil
March 5th, 2007, 3:41 pm
Forum: Student Forum
Topic: Programming Languages --What order to learn them?
Replies: 12
Views: 77885

Programming Languages --What order to learn them?

you must lear C++
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