This blog covers technical items in C#, .NET, and other areas that interest me, including the occasional post on derivatives and derivatives pricing.
I work in the investment banking division of a large bank based in Canary Wharf in London. I work in exotic credit derivatives technology.
Over the last year I have overseen a small team building a trading system that does portfolio management and risk management for structured credit products known as ‘CPPI’ or ‘DPI’ or, more recently, ‘CPDO’. Our system is C# front-to-back, and uses SQL Server for database storage. The system went successfully live at the start of 2007.
I have more years of experience than I care to remember working on trading systems, in FX options and equity derivatives as well as credit derivatives. I have been working professionally with .NET since 2001.
Dear Newman,
Great work!
I too asked yesterday in my company to produce the report of how many lines of code are there in two big .net projects.
Your project solved my task within a minute.
Thank you so much
Kishor
Comment by Kishor — August 29, 2007 @ 7:37 am
Hi Richard,
Really enjoying your articles and has been great start in order to get my head around this maze of concepts that is CAB. Am sure it will be worth it in the end but I am finding it hard to grasp all the ideas and put into practice. I wondered if you had an article, or any thoughts about, the use of State in order to maintain state? Is this still being used in the currect version of CAB?
Regards
Stephen
Comment by Stephen — September 25, 2007 @ 8:29 pm
Hi Rich,
my compliments for the great work done in the 15 articles on CAB/SCSF.
Also if they are not going too deep in details on CAB/SCSF I can tell you that I learned and understood CAB/SCSF concepts and the way they work reading your 15 articles much better than after reading an entire book such as David S. Platt’s “Programming Microsoft CAB and SCSF”.
I’m looking forward to see Part 16 and possible following chapters.
Regards
Walter
Comment by Walter — November 1, 2007 @ 1:34 pm
Hi Rich
Your articles about CAB are great, I have studied microsoft docs about CAB , but understand it when I read your articles.
Best Regards
Reza Rahmati
Comment by Reza — December 5, 2007 @ 7:08 am
Hi Rich,
I’m in the process of learning SCSF and I’ve found your articles to be great and very informative. I’m trying to push for it at work as it would make sense to have a common architecture rather than crafting something similar in-house, in this day and age you should have to start messing about with SetParent
. I’ve found it a very large learning curve and your articles have been very informative, more so than reading Platts book (which has a lot of white space). Are there any courses that you would recommend as we’ve got about 10 developers who will need to learn SCSF and my knowledge is still very new and possibly not right! Are you looking for a contract at a Investment house in the City (London)? 
Great stuff.
Cheers
Steve
Comment by Steve — December 7, 2007 @ 12:01 pm
Rich,
I just wanted to say thanks for putting together the great articles on CAB and SCSF. I’ve been working with CAB since early 2006 and this past summer moved over from Canada to work in the Wharf. I’ve had to ramp up several team members in CAB over time and your articles provide an excellent start. Most recently I’ve been working closely with Kent Boogaart on WPF based CAB implementations — the three of us should get together for lunch someday if you’re just next door.
Keep up the great work,
Syd.
Comment by Syd Millett — January 15, 2008 @ 10:58 am
Rich
I’ve enjoyed reading your articles. Many thanks.
Rich/Syd.
My last 2 .NET contracts have been with retail banks and I’m looking to make the switch to investment banking. It seems like a tough cookie to crack as most roles typically require investment bank experience already. But how do you get that if you can’t get in?
Any advice you could give on ‘breaking-in’ would be much appreciated?
regards
Comment by Andy — March 3, 2008 @ 11:42 am
Hi,
Thanks a lot for all your articles. I love reading them especially the one on SCSF/Cab and on FPML.
Great work !!
Comment by Harsh — March 22, 2008 @ 8:55 am
Rich, I was wondering if you could help me with something a little more advanced. I can get Excel calling C# libraries fine and displaying forms etc but cannot seem to find a way of getting the interaction 2-way in certain circumstances. I want to display a WinForm from Excel (this is fine), have the user select some settings etc and submit, the form then calls a web service which returns it data, then the form pass the data back to Excel. It’s this last bit I cannot work out. I thought of maybe using Events, passing a reference to Excel into the library etc but cannot get anything working. I could make the form modal and examine the calling class for a HasData setting but this modal operation is not ideal. Any ideas?
Thanks
Mark.
Comment by Mark — March 31, 2008 @ 3:14 am
You are writing a very good articles. Thank you so much. You are really a great guy.
Comment by andrew — June 12, 2008 @ 11:19 am
Hi,
Thanks you so much for your “A Beginner’s Guide to calling a .NET Library from Excel” tutorial. It shows the clear way of calling NET library from
Excel. But I get the runtime error when i run.
“Run-time error ‘91′:
Object variable or With block variable not set”
How can I correct that.Please help me. Thanks you so much.
Comment by kkzin — June 16, 2008 @ 9:06 am
You have been doing a great job Rich… Cant wait to see you next article on SCSF/CAB. Please keep it coming.
Comment by Phil — June 19, 2008 @ 11:43 pm
Hi Rich, When is your next blog article going to see the internet-light! I hope soon! Great work!
Comment by PeterNL — August 24, 2008 @ 8:37 pm
Hi Rich,
What a hero! Do an article on CPPI / CPDO. Go on, you know you want to.
Cheers,
Mike Lyall
Comment by Mike Lyall — August 26, 2008 @ 1:42 pm
Hi Rich,
i wonder if you could help me with a “serious” problem regarding CAB/Commands that i have in our Smartclient project(s)!
Its about the disposing of CommandAdapter instances that are created for me and should be disposed when the workitem is terminated.
This works fine as long as there is no CommandHandler for this command in a parent workitem…
Please send me an eMail if you are willing to help me, so i would describe my problem in more depth when i know that you are available for this
Thx so much.
Regards, Robert
Comment by Robert — November 28, 2008 @ 5:09 pm
hi,
i must say that your articles are awsome !!!!
is there a link to chapter 26 regarding CAB/SCSF ?
thanks,
avi.
Comment by Avi Taib — January 7, 2009 @ 3:27 pm
Thank you for this series. It helps me so much. Great work!
Comment by langxang — March 19, 2009 @ 7:38 am
Dear Rich,
I wonder if I could ask you a low-level question. It is about the meaning of the first and second derivative as understood in “financial engineering”. In Calculus, the first derviative is the rate of change, while the secod deriviative is the rate of change of the rate of change. In physics, the first derivative is speed or velocity, while the second derivative is acceleration or change in the rate of velocity.
What are their equivalents in your field?
Thanks for whatever help you can provide.
larry
Comment by thedukeofurl — April 17, 2009 @ 11:34 pm
Hi Rich
Not only have you helped with me with exception handling but you have a whole series on SCSF, another area I am stuggling with.
I’m working on a (sort of) basic trading system. Steep learning curve … no … it’s vertical !!!
Geoff
Comment by Geoff — April 21, 2009 @ 5:17 pm
Impresionante. Great Work ! Thanks you very much for sharing your knoledge with us.
Luis
Comment by Luis — May 12, 2009 @ 7:01 am
Hi Rich, Good to see you back blogging again – where’ve you been?
I regularly checked in to see if you’d added to your excellent CAB series and had almost given up hope!
Comment by Hugh — June 18, 2009 @ 4:39 pm
Great work! I have learn a lot from your blogs.
Thanks
For your time.
R.
Comment by R — July 21, 2009 @ 1:15 pm
it seems that this year you have written less articles than last year. I hope you don’t mind sharing your knowledge either computer knowledge or any knowledge that you have such as derivatives theory, etc. I am fan of your blog.
Comment by andrew — September 11, 2009 @ 2:11 am