January 23rd, 2005, 1:35 am
I am currently testing there software for converts/equities.Have only used it a few times.Only problem I've had is that is didn't calc a VaR for a NXTL position, but maybe the program is missing static data or something.Anyway, tech supp is looking into it.Also, I'd like to see more than 2yrs of hist data for VaR calc.I need 5yrs. Again, they are looking into gettting it added.I also know they just fixed the variance swap model so that now it works. I assume you are looking to work for them?
Last edited by
tbonds on January 22nd, 2005, 11:00 pm, edited 1 time in total.