re : testing ir & fx var nick and winston ,
i understand that ir & fx var numbers are calculated every day in risktrac .
this results are overwritten
everyday in the database table by the official numbers calculated with the
old version of the code .
for the consistent testing we need historical results for each ir and fx
sub - portfolio .
can we store the numbers every day ?
tanya
re : testing ir & fx var
nick and winston ,
i understand that ir & fx var numbers are calculated every day in risktrac .
this results are overwritten
everyday in the database table by the official numbers calculated with the
old version of the code .
for the consistent testing we need historical results for each ir and fx
sub - portfolio .
can we store the numbers every day ?
tanya