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by katastrofa
July 3rd, 2011, 1:37 pm
Forum: Programming and Software Forum
Topic: Generic payoffs in C++, *before* using them in applications
Replies: 28
Views: 23606

Generic payoffs in C++, *before* using them in applications

<t>QuoteOriginally posted by: CuchulainnQuoteI mean that I don't want to have two otherwise equivalent payoffs, but one using std::vector and another one using std::tr1::array as underlying storage. Imagine trying to get two versions of your pricing engine to cooperate in a computing grid.This is a ...
by katastrofa
July 2nd, 2011, 7:08 pm
Forum: Programming and Software Forum
Topic: Generic payoffs in C++, *before* using them in applications
Replies: 28
Views: 23606

Generic payoffs in C++, *before* using them in applications

I mean that I don't want to have two otherwise equivalent payoffs, but one using std::vector and another one using std::tr1::array as underlying storage. Imagine trying to get two versions of your pricing engine to cooperate in a computing grid.
by katastrofa
July 1st, 2011, 6:35 pm
Forum: Programming and Software Forum
Topic: Generic payoffs in C++, *before* using them in applications
Replies: 28
Views: 23606

Generic payoffs in C++, *before* using them in applications

If you let users use any storage type they want and set N statically, it will be tricky to maintain binary compatibility between similar payoffs.
by katastrofa
July 1st, 2011, 11:48 am
Forum: Programming and Software Forum
Topic: Generic payoffs in C++, *before* using them in applications
Replies: 28
Views: 23606

Generic payoffs in C++, *before* using them in applications

How do you write code in which N is chosen based on user inputs?
by katastrofa
June 26th, 2011, 9:32 am
Forum: Economics Forum
Topic: Germany committed to kill the EUR?
Replies: 23
Views: 25644

Germany committed to kill the EUR?

QuoteOriginally posted by: TheNaifI find it absolutely stunning that a tiny island like greece has become the focal point of the universe like hostages, supposedly if they default we are all screwed. Who gives a shit about this island producing nothing??Greece is not an island.
by katastrofa
June 26th, 2011, 8:14 am
Forum: Programming and Software Forum
Topic: Exporting C++ Vector< double > Functions via DLLs for use in VBA
Replies: 10
Views: 21933

Exporting C++ Vector< double > Functions via DLLs for use in VBA

<t>In general, exporting STL containers from DLLs is problematic because you need to make sure that the binary layout of the container is the same on both sides. It doesn't have to be even within the same compiler and STL implementation, depending on the compilation options. If all you want is to se...
by katastrofa
June 20th, 2011, 8:13 am
Forum: Economics Forum
Topic: What would be the effects of Greece defaulting ?
Replies: 67
Views: 29785

What would be the effects of Greece defaulting ?

@AnthisIf the current system of generating wealth requires "saving" every 5-10 years (1997 Asian crisis, 2001 dot-com bust, 2007 credit crunch), then maybe it's not a system worth keeping?
by katastrofa
June 18th, 2011, 6:10 pm
Forum: Trading Forum
Topic: holding a stock for 10 years?
Replies: 7
Views: 20444

holding a stock for 10 years?

That would mean that most businesses taken over by Buffett wither and die after some time. Was this the case?
by katastrofa
June 17th, 2011, 5:20 am
Forum: Economics Forum
Topic: What would be the effects of Greece defaulting ?
Replies: 67
Views: 29785

What would be the effects of Greece defaulting ?

<t>First thing which should be done is forcing the banks to disclose their exposure to Greece. It would clear up the atmosphere, and no banks would be made any worse off if they all had to do it together.@VegaPlus"It can give an first picture but I think after the first EU plan to help Greece, their...
by katastrofa
June 15th, 2011, 3:18 pm
Forum: Economics Forum
Topic: What would be the effects of Greece defaulting ?
Replies: 67
Views: 29785

What would be the effects of Greece defaulting ?

A common thing between the PIGS crisis and the subprime crisis is that there is absolutely no mechanism to punish private banks for lending money to borrowers without caring if they will be able to pay back the loans. Without such a mechanism, we'll have one bailout after next.
by katastrofa
June 15th, 2011, 11:50 am
Forum: Economics Forum
Topic: What would be the effects of Greece defaulting ?
Replies: 67
Views: 29785

What would be the effects of Greece defaulting ?

QuoteOriginally posted by: frenchXSociété Générale I would say. I have heard that they have 10% of their Tier 1 capital exposed to Greek debt (private or public).That's mighty stupid of them. Shouldn't the free market punish stupidity and reckless risk taking?
by katastrofa
June 15th, 2011, 11:47 am
Forum: Economics Forum
Topic: Food prices and commodity derivatives
Replies: 12
Views: 25364

Food prices and commodity derivatives

<t>"To my knowledge, we've not seen a spike in food inventories which is what should happen if commodity derivatives are causing unwarranted price increases."That's what I also thought, but do we observe ALL food inventories? we probably know pretty well the level of food inventories in North Americ...
by katastrofa
June 13th, 2011, 1:30 pm
Forum: Economics Forum
Topic: Food prices and commodity derivatives
Replies: 12
Views: 25364

Food prices and commodity derivatives

@T4AAre you sure? where's the research?If there is much more trading in the futures market than in the spot market, isn't the direction of the price signals going to be reversed?
by katastrofa
June 13th, 2011, 12:35 pm
Forum: Economics Forum
Topic: Food prices and commodity derivatives
Replies: 12
Views: 25364

Food prices and commodity derivatives

<t>Yes, it's a funny thing. Personally, I think that such bans serve a useseful function even despite their loose justification: if the market participants are aware that even a more-or-less reasonable suspicion of the adverse influence of their trading on the rest of the economy can lead to their t...
by katastrofa
June 9th, 2011, 11:25 am
Forum: Technical Forum
Topic: Help on stochastic recovery rates
Replies: 2
Views: 22416

Help on stochastic recovery rates

<r><URL url="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1134022http://www.defaultrisk.com/pp_recov_45.htmhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=1468376"><LINK_TEXT text="http://papers.ssrn.com/sol3/papers.cfm? ... id=1468376">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=113...
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