I know the algorithm used by Excel to calculate the YEARFRAC(startDate, endDate, basis) for basis=1. Excel calls the method "act/act". A Java re-implentation of Excel's algorithm can be found at ...
A problem of which I couldn’t find the answer on the forum is about the construction of equally-weighted and value-weighted portfolio. I want to compute the equally-weighted property-type portfolio ...
Clarifying the way in counting number of weeks for calculating historical weekly volatility in Bloomberg
I would like to confirm the way to counting number of weeks for calculating historical weekly volatility in Bloomberg. Given an option with issue date from 14/1/2014 to 13/1/2019, is the proper way to ...
I'm currently trying to duplicate the excel formula in a matlab code. However, it seems that I have significant differences when it comes to 29th february and 29/30th August. I also have very small ...