Q: How do you create a deep copy of a java List where each element could be an Integer, Float …?
A: see the email I sent on 4 Aug 2018.
Q1: how do you price an interest rate swap? I think this can mean at least two things
Q1a: how do you compute the p/l of an existing IRS?
Q1b: how do you determine the fixed rate on a new IRS?
Q: how do you call c from java?
Q: what does a credit spread mean?
Q: Challenges of multithreading?
%%A: one feature of java can restrict the number of threads to a number smaller than the number of processors? Can’t name that feature.
Q: Say a master producer thread puts objects (like tasks or …) into a shared collection, and worker threads pick them up and put results objects into a shared place. How do you ensure data integrity/consistency.
–perl QQ topics — by using python or perl day to day i won’t know these topics 😦
Q: Say your perl program needs to create 15 concurrent child processes.. How do you wait for all children to finish?
Q: How do you connect your (perl) STDIN to a child process?
credit desk — CDS, corp bonds, MBS
rate desk — IRS, treasuries
c++ is used by quants but not really others.