Dominic O'Kane
Dominic O'Kane
Hi - I will be back on this in a 3-4 weeks. If you need it sooner, consider implementing it yourself with a pull request. Thanks PS Yes that was...
Hi - I have always viewed pv01 as the value of $1 paid as an annuity on the swap fixed leg. So for a 5 year swap it is about...
If you can provide me with a screenshot of the terminal then I will reopen this.
Hi - I will be back on this in a 3-4 weeks. If you need it sooner, consider implementing it yourself. Thanks
Hi - Yiou could be right. I have been ill but hope to be back on this in a 3-4 weeks. If you need it sooner, consider fixing it yourself...
Hi - I have found time to look at this. Yes the 2000 is intentional but is a slight hack for the purpose of calculating the conversion factor. I am...
Hi - not easily. If you would like me to add this functionality then can you let me know the variations on such a structure and how it would be...
I added a reset flowss method to the bond class that allows for this.
I will look into this as soon as I can. Or if you wish to do it and add a pull request that could work too and may be faster....
I have added a reset_flows method to bonds to allow this