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by tagoma
November 30th, 2010, 12:02 pm
Forum: Programming and Software Forum
Topic: quantlib-1.0.1 and visual c++ 2010
Replies: 7
Views: 24947

quantlib-1.0.1 and visual c++ 2010

thank you luigi.i wasn't aware of those libraries updating techniques from svn.i installed tortoise svn which does everything autonomously.édouard.
by tagoma
November 29th, 2010, 11:13 pm
Forum: Programming and Software Forum
Topic: quantlib-1.0.1 and visual c++ 2010
Replies: 7
Views: 24947

quantlib-1.0.1 and visual c++ 2010

<t>hello luigi.i have started to import the most recent quantlib 1.0.1 files from the svn and to put them in the right folders on my disk.my previous "unknown Microsoft compiler" problem is not any more.but, what is left to do is huge. how many files left to import ????and, there are errors that i a...
by tagoma
November 29th, 2010, 3:32 pm
Forum: Programming and Software Forum
Topic: quantlib-1.0.1 and visual c++ 2010
Replies: 7
Views: 24947

quantlib-1.0.1 and visual c++ 2010

<t>thank you for your replies.you were right iballabio,i could get the QuantLib_vc10.sln, QuantLib_vc10.vcxproj , and even QuantLib_vc10.vcxproj.filters (what is it ?) files for svn.but, now i get the following error message at compiling time :1>C:\Program Files\QuantLib-1.0.1\ql/config.msvc.hpp(93)...
by tagoma
November 29th, 2010, 1:50 pm
Forum: Programming and Software Forum
Topic: quantlib-1.0.1 and visual c++ 2010
Replies: 7
Views: 24947

quantlib-1.0.1 and visual c++ 2010

<t>hi everyone.i wish to build quantlib-1.0.1 with microsoft visual c++ 2010.but, i get error messages at compiling time.basically, i am wondering if that is possible ?is a patch or any kind of solution available ?or, maybe i have to be patient and wait for the release of a next quantlib library?i h...
by tagoma
November 23rd, 2010, 4:19 pm
Forum: Programming and Software Forum
Topic: Basic Q on R
Replies: 12
Views: 29164

Basic Q on R

<t>QuoteSanta <-read.table("IsThereASantaClaus.txt")you just typed in the name of your file.what about your working directory ?you may set your working directory :example : setwd("C:/Users/WilmottForumUser/desktop")you then can open you file :data<-read.table("IsThereASantaClaus.txt")but that very d...
by tagoma
November 11th, 2010, 8:22 pm
Forum: Student Forum
Topic: Calibrating the Ornstein Uhlenbeck Model
Replies: 6
Views: 36792

Calibrating the Ornstein Uhlenbeck Model

<t>hello semicharmedi had problems at following step by step the estimation process read at www. sitmo. com/ doc/ Calibrating_the_ Ornstein- Uhlenbeck_modeli don't remember all the details. and, the sitmo website doesn't work properly (tonight ?). i thus can't have a look to tell you more precisely ...
by tagoma
September 22nd, 2010, 10:30 am
Forum: Technical Forum
Topic: Uncertainty theory
Replies: 8
Views: 24801

Uncertainty theory

as a postgraduate in economics. i used to deal with topics related to uncertainty, beliefs, confidence.but i have never seen such a formal theory before.nor have i ever heard about that recent (born in 2007 it seems) chinese school of thought ....
by tagoma
September 22nd, 2010, 10:06 am
Forum: General Forum
Topic: future or options spread trading
Replies: 14
Views: 25253

future or options spread trading

hello mc bison ? how did you eventually cope with you spread trading ?
by tagoma
September 12th, 2010, 10:26 am
Forum: Trading Forum
Topic: from discretionary to quantitative trader
Replies: 4
Views: 27139

from discretionary to quantitative trader

?? ....
by tagoma
August 26th, 2010, 8:14 pm
Forum: Numerical Methods Forum
Topic: options volatility and lack of liquidity
Replies: 0
Views: 25083

options volatility and lack of liquidity

<t>hello everyone.a friend of mine (jejejejejej) trades commodities futures and options on Euronext.he needs to have an idea about the implied volatility of options.the number of options traded is often ridiculously low.he guesses, any BS formula and the like are useless (is he right ?)thus, my frie...
by tagoma
July 10th, 2010, 1:40 pm
Forum: Student Forum
Topic: Commodity Future Contract Liquidity
Replies: 2
Views: 25744

Commodity Future Contract Liquidity

I would say that Stale made the point.O.I, volumes, bid-ask spreads ... or even the the value of the futures.As regards the storage for all that, a flat-file format satisfies.GTLeblanc, what is your subject under study behind the commodity future contract liquidity ?? édouard
by tagoma
March 15th, 2010, 12:11 pm
Forum: Numerical Methods Forum
Topic: Monte Carlo Valuation of American Option
Replies: 3
Views: 32912

Monte Carlo Valuation of American Option

salut totocol.is the code you give here a general structure ? or is your code written in matematica ?please, give me a hint.for my part, i really am interestered in developing my ability to turn models/equations found in papers into C++ and (less in ) VBA.cheers,édouard.
by tagoma
March 15th, 2010, 11:31 am
Forum: Technical Forum
Topic: reuters 3000 extra e matlab
Replies: 2
Views: 31258

reuters 3000 extra e matlab

<r>hi lombardovito.please, have a look at : <URL url="http://www.bobsguide.com/guide/prod/5-18300_MATLAB.htmlreuters"><LINK_TEXT text="http://www.bobsguide.com/guide/prod/5-1 ... tmlreuters">http://www.bobsguide.com/guide/prod/5-18300_MATLAB.htmlreuters</LINK_TEXT></URL> and matlab seem are able to ...
by tagoma
March 5th, 2010, 9:31 am
Forum: Book And Research Paper Forum
Topic: Design Patterns in Option Pricing Part I
Replies: 6
Views: 39725

Design Patterns in Option Pricing Part I

hi hansi.no, i haven't got it, yet !
by tagoma
March 4th, 2010, 8:00 am
Forum: Student Forum
Topic: American Put Option
Replies: 4
Views: 31031

American Put Option

<t>hi aquafina123.daveangel put you on the right tracks. P. Wilmott and JC Hull nicely explain those trees through their writings.please have a look at :JC Hull: Options, futures, and other Derivatives 7th Ed binomial trees, from p237P.Wilmott: P.Wilmott on Quantitative Finance; 2nd Ed. , Chapter 15...