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Released: A Julia library for Clarus Microservices

A Julia library has been developed and released to support Clarus Microservices. The library provides convenient access to Clarus Microservices. Source code is available on GitHub. In a previous blog,...

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Test Data for the Cumulative Trivariate Normal Distribution

Using Java I implemented the double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal...

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Indices are the best way to calculate compound interest

To avoid complications with compound interest calculations, administrators of RFRs could publish a single Index each day. The equivalent term rate for any period could then be calculated by looking up...

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Infrastructure as a Service – the Bedrock of Cloud

In this blog I will explain the origins and key features of Infrastructure as a Service (IaaS), the core foundations of what we think of as Cloud. Cloud computing is an evolutionary consequence of a...

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PaaS and SaaS – What you need to know

In my last blog I described the origins of Cloud and highlighted some of the benefits of Infrastructure as a Service (IaaS), but this does not reflect the real value of Cloud.  To uncover this, we will...

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Migrating to Cloud – An Insider’s Guide

In earlier blogs we have discovered the agility inherent in Cloud, but how do organisations manage to tap into this, with all their legacy systems?  In this blog we will cover the strategy and issues...

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Types of Cloud – A Primer on the Choices and Challenges

Cloud is now ubiquitous, but not all clouds are the same.  In this blog we will look at the different types of cloud – Private, Public, Hybrid and Multi-Cloud, and think about their suitability and use...

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Cloud Security – What you need to consider

In this article we look at cloud security.  With all the hype around Cloud, it’s easy to make assumptions as to what it can do, but security is an area where making assumptions can prove very costly,...

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Using the Clarus API to monitor the latest Brexit impacts

After shouting “HopSchwiiz” in my adopted nation waaaaaay too much at the football last night, I needed a somewhat low-energy blog this morning. Step forward our easy-to-use API, which has recently...

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Fast Valuation of Seasoned OIS Swaps

OIS swaps have coupons determined by compounded daily interest rates settled every few months. The valuation of future coupons is computationally similar to the valuation of a LIBOR payment, in that...

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