Monthly Archives: October 2012

LIBOR vs OIS forward rates

Some time ago, a single yield curve was used both for discounting and for projecting of cash flows when pricing fixed income securities. “Projecting” means application of martingale property of LIBOR forward rates by using current snapshot of LIBOR forward … Continue reading

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Basic Managing of Mercurial Repos with Bitbucket

1. Setting ssh. cd ~/.ssh ssh-keygen. Enter a phrase when requested. Then enter the file path. /home/your_user_name/ssh/id_rsa. After this steps file will be created. ssh-add ~/.ssh/id_rsa. This loads your default identity into ssh agent. Go to your Bitbucket Account/Manage … Continue reading

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Fixing Import *.so error when installing TA-lib python module

Problem: ImportError: cannot open shared object file: No such file or directory Solution: Add to ~/.bashrc export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH

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Q/Kdb: using web browser to display kdb tables

Start your q session with: q -p 5001 This will make q shell to be a web server listening on port 5001. In a web browser go to http://localhost:5001 The page will show all tables that you have in your … Continue reading

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