Black Scholes ( Black 76 ) Pricing Model in Endur
Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 .
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Introduction to OpenLink’s Connex Grid
Openlink systems are comprised of a network of distributed application processes across multiple run sites. A good example of
Endur EOD PnL – Impact Of Cancelled Deals
The Impact of Cancellations simulation result is a component of the PnL Explained report and calculates the movement in MTM
The Use, Abuse and Misuse of Ops Service Processing!
Openlink Endur provides means to validate trade entry as it occurs and after the fact, by triggering AVS processes running in script engines
Why is ‘Table_IsTableValid’ dangerous?
Nearly all high-level programming languages make use of a section of the process address space called the heap
[SQL] Futures : Cascaded deals link back to Parent deal
The following SQL can be used to link together cascaded futures back to their parent contracts. It’s a useful SQL as an audit report and to track the relationship and ensure that the position and price have cascades correctly.