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Long-distance running on bits
Saturday, July 11, 2015
Pricing Bloomberg Swap Manager Transactions with C#
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From time to time, I need to have reliable second opinion or benchmark valuation for a given book of swap transactions. Bloomberg Swap Manag...
Sunday, April 26, 2015
Builder Pattern for C# Basket Default Swap Pricer
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Keep your options open is a phrase, we often hear when making decisions concerning our lives. Needless to say, this great advice is directl...
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