Hi all, i am building excel sheets to test the calibration of the lmm ( bgm) in QuantLibXL. Is there a way to get real world market data? I searched in Yahoo and Bloomberg to find data for yield curve, cap/floor and swaption volatility, but i was not successful. Can someone help me to find these datas? Best regards, Kim ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Do you mind to provide explicitly a web page? Best regards, Kim M.E.Richard-Fogg schrieb: > Google and Yahoo both have interfaces for their quotes. > > On Fri, Oct 2, 2009 at 12:34 PM, Kim Kuen Tang <[hidden email] > <mailto:[hidden email]>> wrote: > > > Hi all, > > i am building excel sheets to test the calibration of the lmm ( > bgm) in > QuantLibXL. Is there a way to get real world market data? > I searched in Yahoo and Bloomberg to find data for yield curve, > cap/floor and swaption volatility, but i was not successful. > > Can someone help me to find these datas? > > Best regards, > Kim > > ------------------------------------------------------------------------------ > Come build with us! The BlackBerry® Developer Conference in SF, CA > is the only developer event you need to attend this year. > Jumpstart your > developing skills, take BlackBerry mobile applications to market > and stay > ahead of the curve. Join us from November 9-12, 2009. Register > now! > http://p.sf.net/sfu/devconf > _______________________________________________ > QuantLib-dev mailing list > [hidden email] > <mailto:[hidden email]> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > > > > -- > Mark Richard-Fogg > California Pacific Fogg 发件人 > www.PacificFogg.com <http://www.PacificFogg.com> > Box 801 Corte Madera, CA 94976 > (P) 415 691 4830 > (F) 413 556 0988 > (note: 413, not 415) > > ------------------------------------------------------------------------------ Come build with us! The BlackBerry® Developer Conference in SF, CA is the only developer event you need to attend this year. Jumpstart your developing skills, take BlackBerry mobile applications to market and stay ahead of the curve. Join us from November 9-12, 2009. Register now! http://p.sf.net/sfu/devconf _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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