finance

I'm trying to construct a query that will map two columns, one, a date from a table, the second column an alias to show what quarter and financial year the date falls into. Unfortunately I don't have enough knowledge of SQL to know where to begin. I know that I'd do this with a combination of getdate() and dateadd(MONTH,,) however nothing that I've put together has come close to working. To further complicate this the financial years in Australia go from 1st July- 30th of June so quarter one of financial year 2012 would start from July 1st 2012. I can do this without a statement however I'd

I found this code on internet that compares a normal distribution to different student distributions: x <- seq(-4, 4, length=100) hx <- dnorm(x) degf <- c(1, 3, 8, 30) colors <- c("red", "blue", "darkgreen", "gold", "black") labels <- c("df=1", "df=3", "df=8", "df=30", "normal") plot(x, hx, type="l", lty=2, xlab="x value", ylab="Density", main="Comparison of t Distributions") for (i in 1:4){ lines(x, dt(x,degf[i]), lwd=2, col=colors[i]) } I would like to adapt this to my situation where I would like to compare my data to a normal distribution. This is my data: library(quantmod) getSymbols("

Well, the rule " For money, always decimal " isn't applied inside the Microsoft development team, because if it was: Namespace: Microsoft.VisualBasic Assembly: Microsoft.VisualBasic (in Microsoft.VisualBasic.dll) Financial.IPmt and all the other methods would receive/return decimal and not double as it is. Now I wonder if I can use these methods without worry with round mistakes? Should I use some other libraries to work with finances? If yes, could you point me some good ones (for C# use) ? You can use this class: public class Financial { #region Methods public static decimal IPmt(decimal

I am trying to calculate exponential moving average on 15 day bars, but want to see "evolution" of the 15 day bar EMA on each (end of) day/bar. So, this means that I have 15 day bars. When new data comes in on a daily basis I would like to recalculate EMA using new information. Actually I have 15 day bars and then, after each day my new 15 day bar starts to grow and each new bar that comes along is supposed to be used for EMA calculation together with previous full 15 day bars. Lets say we start at 2012-01-01 (we have data for each calender day for this example), at the end of 2012-01-15 we

I'm looking for something containing similar functions to Matlab’s financial and financial derivatives toolbox but don’t have the cash to spend on matlab. I would appreciate any info on free or open source libraries or programs that will let me easily calculate interest rates, risk etc. How about JQuantLib or QuantLib ? How about the Octave financial functions? http://www.gnu.org/software/octave/doc/interpreter/Financial-Functions.html#Financial-Functions I'm not familiar with the Matlab toolbox, so you'll have to judge for yourself. GNU Octave is a high-level language, primarily intended for