Recent content by Urszula

Has anybody worked on replicating a portfolio of insurance liabilities?

I am trying the below installation but it returns error message. Is that really N/A for 2.15 or am I doing something wrong? > install.packages("DEoptim", repos="http://R-Forge.R-project.org") Warning: unable to access index for repository http://R-Forge.R-project.org/bin/windows/contrib/2.15...

Hi, does anybody know nonlinear global optimization packages/functions in R. I am working on replicating a portfolio and have about 35 scenarios for 20 different assets which weights I am trying to optimize to match the MV changes of the portfolio.

Hi Sandesh, My email is rosenthin@yahoo.com. I met with Secil and Idil and I think we have all 8 done.

Hey Vladimir, are you there?

Not available yet. Commentary ISDA is in the process of making this code available as open source. This will happen in the very near future. Once the information is available, ISDA will provide further information through a broad announcement.

Thank you Andy. That should work. I appreciate.

Hi, :sos: I am trying to look up some values in Excel from another tab based on specified value as a filter. Meaning I want to enter a name in one cell and return a list of values from a bigger list that corresponds to this name. I can't use lookup function because there are multiple values...

Good point. I don't have live data though. At least not at this time. The problem is that at all times there is something entered in both cells; they are never empty. I need one to respond to the change in the other.

Ok. I figured that out. I added at the beginning "Application.EnableEvents = False" and at the end "Application.EnableEvents = True" to stop the sub from firing off every time there was a change within the code. Thank you for helping out Chris.

Hm...Hi Chris...I am not sure if I am understanding your approach either. :) Let me clear it up. I have two fields one $ strike and one % strike. I can enter either one and the other will be calculated based on my new entry. To mark that I entered $ amount I want to make it bold. If afterwards...

Hi, :sos: Any idea what can be wrong with this piece of code? I want to make the cell I am changing bold but it looks like it is looping and before I get my desired result it changes bold-not bold-bold-not bold for about like 20 times. I would appreciate some advice. Private Sub...

Hi Muting, How is your internship going? Anything interesting? Hope all is well. Urszula

Thank you! Very helpful

Hi guys :sos:, I have an array of dates starting in 2000 and I need to find which of them are 3rd Fridays of each month. Any ideas how to do it efficiently? Thank you!