Guess what? Settlement day rule was incorrectly set to 1 day, but Brazilian governments settle in D+0. Once the curve bootstrap is working is time to think about roll over prices and curves....Read More
Football is a cool game but I really don’t know most of its rules or any of team and player name. I gave AFC finals, NY Jets x Indiana Colts, a try, and the game is really exciting but I had to ...Read More
Everyone knows how annoying spams are but only starting a blog to realize that e-mail is not the only tool affected. After two weeks I got some tools that are supposed to protect comments against sp...Read More
After some Excel VBA coding I just finished my bonds database. It has daily yields, prices and inflation forecast from Anbima and NTN-B indexed notional from Brazilian National Treasury Secretariat. I...Read More
Today I decided to play around with some macro photos. The idea was taking some pictures with different setup, including using or not flash. It was not a sunny but the light was strong enough to get c...Read More
Today was another so hot day here in São Paulo that I thought a new rainstorm was coming. The last weeks were all about hot sunny days followed by so much water fall and flood. After some lightning...Read More