sle, what was "today's VIX trades" (21 July)? Can you give details - strike, maturity, payoff, size etc. please?
Can you provide a list of TT enabled brokers who offer this venue?
QuantLib-Python is a SWIG based wrapper around the C++ Quantlib, the python bindings are generated by SWIG.
You could develop your custom payoffs...
I'm a fan of it. What do you want to do - vol stuff?
Be careful of your ./configure settings flags so that you don't accidentally mix...
a) What operating system I go with? Linux sounds like a natural choice but it will somewhat restrict my software choices. It does, however, seem...
after calling cancelOrder(...) you must wait for it to be acknowledged i.e. orderStatus(...) returns with status=="Cancelled" or perhaps...
Can someone tell me if the time in tws/api is the local computer time?
or perhaps its sent over the wire from IB...
Just I see a consistant...
i can get a good anagram out of
Sorry to hear FIX is being a pain.
What sort of problems are you experiencing?
What FIX engine are you using?
actually i overlooked something. santander has 12 cents gross due on 1st feb.
Can anyone tell me if santander in EUR is due a dividend between jan10 and feb10? Its feb10 forward is about 9 cents lower than jan10 but i...
could you not request the contract list for the ul and then grep for the desired strikes in the mini chain?
it can be done with a little VBA in one of the excel event functions for the worksheet.
these functions are called when an event in excel...
Separate names with a comma.