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oronimbus

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4 What is the definition of “co-terminal swaptions”? why they are important in the calibration process? May 6
4 Why does a name error appear? adv_fml_lopez de prado. python 3.7 colab Jun 26
3 why am I seeing a value error? adv_fml. lopez de prado Jun 26
3 FX Hedging costs when using 3m FX Fowards vs XCCY swaps for an IG Bond Apr 28
3 Implied/Realised Vol ratio for negative rates? Jan 28 '20
3 Premium Adjusted Delta in fx market Oct 29 '19
3 Computing T-Bill Yield across leap year boundary Nov 1 '19
3 Estimation of volatility into Black-76 formula Dec 3 '19
3 Why would a 15Y swap index=EUR3M and discount=OIS, show only a EUR3M-delta at 15Y Apr 8 '20
2 Bloomberg formula for bond total return Apr 26 '18
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