SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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Siberian
Topic Author
Posts: 298
Joined: June 25th, 2003, 8:56 pm

Murex

June 20th, 2008, 4:19 pm

Is there anyone who is using Murex for convert bond pricing in particular and for anything in general, and who would be willing to share the experience?Thanks a mil in advance,Siberian
 
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hedgrow
Posts: 10
Joined: January 16th, 2004, 1:06 pm

Murex

June 23rd, 2008, 7:48 am

Used it a lot....Once integrated an inhouse model, and once integrated Monis (via FlexAPI). Have used builtin model too, but did not have resets (might do now though?).Static data is the main issue! Solved this by having a feed from Mace AdvisersPerformance was a problem with Monis. Solved this by valuing many bonds in parallel (using Parallel FlexAPI).Lot of work to get working smoothly (although second time round would be much easier), but once model and static in place get all the Murex reporting for free (VaR, Risk Matrix, Portfolio Viewer etc...).If have you have a budget would be able to help. RowIT Ltd.
 
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Siberian
Topic Author
Posts: 298
Joined: June 25th, 2003, 8:56 pm

Murex

June 24th, 2008, 12:13 pm

thanks hedgrow, pm me your contact, we are looking at several vendors, but are already using murex for smth else and getting price checks somewhere else as well. as soon as we establish that that's the way we are going to go, we can definitely talk.thanks again,rgs,Ev
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

Murex

June 24th, 2008, 12:51 pm

Who's we?
 
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Siberian
Topic Author
Posts: 298
Joined: June 25th, 2003, 8:56 pm

Murex

June 24th, 2008, 2:20 pm

we Siberian the I my company TJ
 
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hedgrow
Posts: 10
Joined: January 16th, 2004, 1:06 pm

Murex

June 25th, 2008, 5:40 pm

PM'd you at address in your profile, if you did not get it send me your email via form at www.rowit.co.uk, or email me at address in my profile.Thanks
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

Murex

June 26th, 2008, 2:02 am

QuoteOriginally posted by: Siberianwe Siberian the I my company TJYour profile suggests you are a student at McGill U?
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