Archive for September, 2009
Up-coming events in London, Frankfurt, Singapore next month
Hi, This is just a quick reminder about the upcoming events next month: Social Meeting in London (Oct 7): https://www.regonline.com/murex_user_group_social_meeting_fall_2009_lond on Social Meeting in Frankfurt (Oct 8): https://www.regonline.com/mug_social_meeting_fall_2009_frankfurt Social Meeting in Singapore (Oct 15): https://www.regonline.com/mug_social_meeting_fall_2009_singapore Cheers, Markus — This message was sent to the Murex User Group at murex-l@listserv.linke.de – To join the group visit [...]
Subject: Re: [MUREX-L] Introduction / and i need some heklp
Hi there This depends on how the bonds are being valued? (ie. the bond EvalMode) and whether you have Credit Risk selection set to Manual/Automatic. A simple set-up for EvalMode=MtM/ZC spread and credit risk selection manual (ie. pricing the bond without respect to the credit curve) I would suggest be have: Time, YCs and bond [...]
Subject: Re: [MUREX-L] Introduction / and i need some heklp
Hello Wajid Many thanXs for your help – this is works great!!!! however the book i am testing is primarily non native currency bonds – what other steps would you suggest i include? Amerjit Tommy Singh (amo) _________________________________________________________________ Share your photos with Windows Live Photos – Free. http://clk.atdmt.com/UKM/go/134665338/direct/01/ — This message was sent to the [...]
Introduction / and i need some heklp
Hi there You did not elude to which murex version you are using. I am currently on 3.1. On 3.1 IF you want a simple reconciliation – I would ensure none of the parameters in the scenario have “restore” selected. Secondly Add Global other to the bottom of your scenario – this should ensure your [...]
Introduction / and i need some heklp
Hello fellow Murex experts…. Quick hello to say what a great idea this is……definently look forward to the next meeting… but i have a very serious question,i am running pl var scenarios for murx and i need the total of the difference to be matching the p&l. any ideas out there/// Looking forward to your [...]
Issue modifying the fixing for OIS
Hi Nik, Golden words indeed and good to hear that this would be fixed in the next release. I was talking about the Back End fixing , The error we got was MxMsg012 ( Mop Subtype doesnot match the type ) You are right that we would face problem in case a restructure had been [...]
Issue modifying the fixing for OIS
Hi Manish, We had similar problems on the same version, though it’s not completely clear what the specific issue you had was and that could give you trouble if you get to a trade which can’t simply be C&Rd (e.g. if it had been restructured). The fixing migration procedure to 3.1 is a bit complex [...]
Issue modifying the fixing for OIS
Hi Michael, OIS is plain. The colour of the rate is in black ( which means already fixed ). I believe the problem is coming from migration , so basically the fixing event which happened on the deal ( on 2.1 version) is not there in Mx3.1. A new cancel and reissue , and customising [...]
Issue modifying the fixing for OIS
Hello Manish, > did a cancel and reissue on the deal to reinstate it. Still I cannot > modify the fixing . Are you using plain OIS or maybe OIS average rates? Later one may be a bit confusing as the index estimation is derived from the underlying index fixings as long as the average [...]
Issue modifying the fixing for OIS
Hello Manish The easiest solution probably would be to cancel the deal and to book it again back-dated. Murex database challenges might cause a lot of headaches, and although it might be interesting to find out why this is happening, it will probably cost more time than it is worth. Migrations from 2.1x to 3.1 [...]
