This work log details selected products, projects, experience and events we have participated in since we started working with investment advisors over twenty years ago. It is meant to be an informal, but informative accounting of what we do for our clients. Many of these solutions are still in use today. However, some have been replaced by solutions that we created later.
Created a program to identify bonds that were originally longed in (LI'd) to Axys versus those bonds that have been sold or are still held.
Wednesday, July 14, 2010 at 9:25PM Share Article Email Article in Data Quality, Fixed Income Reports Created a combination of Axys scripts and macros to generate a report that details all occurances of negative interest accrued for quality control purposes. The first report in the macro identifies portfolios that contain negative interest accurued and creates a group. The second report in the macro creates a fixed income report for the portfolios in the group.
Wednesday, July 14, 2010 at 9:39PM Share Article Email Article in Data Quality, Fixed Income Reports 