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Xclr8tr
Topic Author
Posts: 16
Joined: May 27th, 2004, 12:12 am

Lost in the world of Quant

May 27th, 2004, 8:02 pm

Hi,I'm lost, I downloaded SCILAB because I thought that I would just be able to open it up and find an application to price american digitals (one touch and no touch etc...) like the kind found on refcospot.com or betonmarkets.com etc... Couldn't find anything ready to use so downloaded Quantlib, I can't even figure out how to get it running, it appears that it requires me to purchase C++ or something to make it work and even if I had C++, not sure I could make a go of it. I have very little programming skill and in VB only.Can someone direct me to my best option. If someone has something already built in SCILAB that isn't proprietary I would be greatful. I like the idea of SCILAB because I would be able to visually see how the greeks look.Or possibly someone has a better simpler idea. I do not currently have access to excel, just Open Office Calc.I am a beginner FX trader with only a highschool education so please go easy on me
Last edited by Xclr8tr on May 26th, 2004, 10:00 pm, edited 1 time in total.
 
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Baltazar
Posts: 37
Joined: January 21st, 2004, 4:27 pm

Lost in the world of Quant

May 28th, 2004, 8:12 am

hy,scilab and matlab are supposed to be compatible,therefore look for matlab toolboxes for pricing.however some matlab toolboxes require to be compiled in C,if scilab works as matlab (i haven't tested), you just need to download a compiler (C, no C++ I think), and install it on your machine.then the compiling is done inside the scilab interface.I haven't used quantlib yet, so i can't help you on thatB.
 
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Nonius
Posts: 5115
Joined: January 22nd, 2003, 6:48 am

Lost in the world of Quant

May 28th, 2004, 1:00 pm

that is a great name for a story.....but, let us make it..."Lost in the world of Planet Quant."
 
User avatar
Xclr8tr
Topic Author
Posts: 16
Joined: May 27th, 2004, 12:12 am

Lost in the world of Quant

May 28th, 2004, 7:02 pm

QuoteOriginally posted by: Baltazarhy,scilab and matlab are supposed to be compatible,therefore look for matlab toolboxes for pricing.however some matlab toolboxes require to be compiled in C,if scilab works as matlab (i haven't tested), you just need to download a compiler (C, no C++ I think), and install it on your machine.then the compiling is done inside the scilab interface.I haven't used quantlib yet, so i can't help you on thatB.Baltazar,I will look for a c compiler and a derivatives(digitals) toolbox for matlab and give it a go.Thanks
Last edited by Xclr8tr on May 27th, 2004, 10:00 pm, edited 1 time in total.
 
User avatar
Xclr8tr
Topic Author
Posts: 16
Joined: May 27th, 2004, 12:12 am

Lost in the world of Quant

May 28th, 2004, 7:06 pm

QuoteOriginally posted by: Noniusthat is a great name for a story.....but, let us make it..."Lost in the world of Planet Quant."Nonius,Yes, adding "Planet" would have been a good touch Say Hi to your friend FDAXHunter, I wrote him/her a couple of times and got useful information. Alas FDAX is no where to be found on this board anymore...