Tag Info

New answers tagged


Go talk to Fincad. Here is their page on integrating with scripting languages: http://www.fincad.com/news-events/assets/pdfs/mar07/using-fincad-developer-scripting-languages.pdf Their analytics libraries include bond analytics, and they have a spreadsheet product so you can test methods and results before implementing them. Disclaimer: I work for a ...


You have already said that the negative KRD is not unusual, given that your are looking at an MBS, I recall a very lengthy discussion on a related matter elsewhere which I assume does not need to be repeated here. I know very little about MBS in general and cannot look at details on the particular issue. However, given that you are looking at KRD you are ...

Top 50 recent answers are included