ITQuants blog

Author: Created: 2/17/2012 1:03 PM RssIcon
My personal blog on ITQuants
By Philippe Bonneau on 7/12/2012 2:43 PM

Needed and usefull for instance on unitary tests when creating new instruments in order to get new references and not to violate primary keys

By Philippe Bonneau on 4/12/2012 4:39 PM
Currently making extractions of messages that should contain some keywords, sometimes the number of occurrences retrieved is too big. The only way is either to redefine the keywords (HI% could become HIGH for instance) or to count the number of words between two keywords.
By Philippe Bonneau on 3/21/2012 3:53 PM

This is possible with the Platform toolset available on the General tab of the project configuration. By default, you can target either VS2010 (platform target v10) or VS2008 (platform target v9).

The platform toolset selection is available as follow:

By Philippe Bonneau on 3/14/2012 10:33 AM

After a migration from x86 to x64 on Misys Risque, one of the biggest deal was to find a tool able to check the memory leaks and access violations (buffer overrun and so on..). This was done one year ago, but I think that nothing has been changed since. I tested different tools and this is the results of my analysis:

By Philippe Bonneau on 3/7/2012 11:34 AM
Just to give a sample on how to use it on classes containing several fields as keys. This sample is using as key a string field and datetime one.
By Philippe Bonneau on 3/2/2012 12:54 PM

Working on a project on which I have to analyze Lotus documents, I have to make some extraction in order to insert them into one Oracle database.

For this stuff, I'm using the .Net Interop.Domino driver which pretty fine to parse all documents of a ".nsf" file.

By Philippe Bonneau on 2/22/2012 2:33 PM
.Net 3.5 introcuces new options when compiling the C# code. I discovered it when I tried to compile the smartthreadpool library provided on CodeProject. One of the new option is the lambda operator: =>
By Philippe Bonneau on 2/17/2012 1:04 PM

For the newbies, this website already existed before. It was created first in 2007, just at the end of the boost of the derivatives business and just before the subprime crisis. The first website was really open to everybody, with almost the same services as it is proposed in the actual one.

 

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