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Managing configurations within any non-trivial program can easily turn to be a tricky issue. One might have a lot of different types of conf...

Optimization for Libor forward curve has been presented in  this blog post. This time, we will adjust the presented optimization procedure ...

In order to value fixed income derivatives cash flows, relevant forward rates and discount factors have to be defined from bootstrapped zero...

A couple of years ago I published a  blog post on using Microsoft Solver Foundation for curve fitting. In this post we go through that ex...

Third-party analytics softwares will usually require a full set of market data to be feeded into system, before performing any of those prec...