Thanks! rateslib.calendar.add_tenor(...), with a few tweaks, is what I was looking for. Much appreciated.
I am looking for a function, almost any language is fine, to compute the number of days in an FX forward given the pair, the tenor, and the...
You guys will not be laughing when Beau, his Stanford educated partner, and his faux-billionaire soulmate are centi-billionaires. Did Mark...
The relationship between Copula-based hedge analysis and Reimann Manifolds is quite well known. See recent posts on the Quantivity blog for more...
Mizhael, seriously, give it up. Find work in some other field. Don't worry scrote, plenty of 'tards leading really kick-ass lives. My first...
Utterly and completely worthless. Natenberg. Baird. This exact same question has been asked time and time again. Try the search function.
LightSpeed does not have a client-side API. Not even DDE or RTD. You'd need Lightspeed Gateway.
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