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Roger Ehrenberg: An open-source approach toward bond analytics
- jakarta 17y agoI don't see why the banks' trading desks would want to make the bond market less opaque, their flow trading desks benefit from it.
- ctkrohn 17y agoThis is absolutely true. More transparency => more accurate valuation => less bid/offer. Investors might like it, but don't expect the banks to be on board.
- pdebruic 17y agoIf you're interested in implementing this you could just contribute to Quantlib (http://quantlib.org http://quantlib.org) or RMetrics (https://www.rmetrics.org/ https://www.rmetrics.org/)