Questions tagged [date]
The date tag has no usage guidance.
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What is the scope of spot lags and spot dates?
In the context of interest rate derivatives, we often speak of the spot date. But of course, there is not a "the" spot date, because there are multiple spot dates, for example for different ...
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Quantlib specify contract duration instead of dates
I use the following code in Python to price American put/call options. It's simple code since I'm new to using Quantlib. I would like to specify the contract duration (i.e. ...
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Fx Currency Pairs Roll over dates
Is NZD/USD the only currency pair with a different value date roll-over time? Where do you see this?
The only information I found so far is from
http://www.londonfx.co.uk/valdates.html
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A question about dates generation
I am actually trying to strip Markit IR curves, following their specs here :
http://www.cdsmodel.com/cdsmodel/assets/cds-model/docs/Interest%20Rate%20Curve%20Specification%20-%20All%20Currencies%20(...
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How to Compute Dates for Bond
I would like to understand how to compute from Maturity Date the Payment Dates of a coupon bond.
For example, consider that today I am buying a bond that matures in ...
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how to convert quarterly data to monthly
Is there any way to convert quarterly data to monthly in excel or preferably in STATA?
I
Next to that, how can I transform dates in excel so as to be recognized by STATA?
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How to get the IMM dates in Python for a given symbol?
How can I get an IMM date from its 2 character symbol (eg. "U6", "Z8") in python?
I have not been able to install the quantlib addin (it's hard if you aren't tech savy), so please don't point me in ...
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Forex trades: what time zone are trade and value dates specified in?
When receiving a value date of D from the counterparty for a trade in NZD/USD, is D assumed to be
date D in Auckland
date D in New York
date D in UTC
date D in some arbitrary time zone
?
There are ...
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What is Prompt Date Structure?
In LME website Prompt Date Structure is explained as this.
Why there are prompt dates? LME trading calendar isn't universal to all other calanedars found in the market. So how do "Non-tradable dates ...
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ISDA: Interpreting a date specified as x business days prior to another date with a business day convention of 'NONE'
I've got an interest rate swap, it has a right-to-break with a bermudan exercise schedule.
For each exercise, the settlement date is specified as an already-adjusted business day. The "last ...
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