Here is an email: I have changed the following deals to reflect a monthly expiry frequency instead of daily: 483753 483759 483765 483766 Since I don't enter options very often, and have only done daily options before, I'm still getting familiar with all the different parameters of the deals. I'm sorry for the confusion. Thanks for catching that. Kate
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A: Changed Option Deals
Here is an email: Hi, Is anyone talking to you guys about sourcing end of day Interest Rate Curves for your various risk management systems, or would you like me to arrange for them to be sent to you at the end of each day? I could arrange for a file containing the OBS (UBSW Interest Rate Derivatives system) yield curves to be e-mailed to you once they are saved every afternoon. The official closes for the USD and CAD LIBOR curves are saved down at around 3:30pm / 3:40pm New York time each afternoon. The files would contain prices for the swaps, futures and money market instruments that are used to build the curve, and also the corresponding zero coupon rates on a continuous A/365 basis. I guess we would have to talk about the exact form that your systems need the rates to be in to see if any conversion would be necessary. Cheers,
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A: Interest Rate Curves
Here is an email: purple passage (PUR-puhl PAS-ij) noun, also purple patch, purple prose 1. A brilliant passage in an otherwise dull and uninspiring work. 2. A piece of writing marked by ornate, florid style. [From Latin pannus purpureus (purple patch), a phrase used by poet Horace in his Ars Poetica (The Art of Poetry) to suggest a patch of royal fabric on an ordinary cloth.] "Page after page is filled with drunken quarrels with his wife; with lies, infidelities, religious doubts, homosexual yearnings and, above all, with his daily, desperate search for a bottle. Interspersed among these dreary horrors are purple passages about his love for his children, his dog and his fine house." A Gin at Mid-Morning -- John Cheever: The Journals by John Cheever,
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A:
A.Word.A.Day--purple passage