SCO 5.0.6 Media needed Post: 302754529

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Operating Systems SCO SCO 5.0.6 Media needed Post 302754529 by sopela123 on Thursday 10th of January 2013 04:42:20 PM

01-10-2013

Registered User

well, situation is as follows:

Hi

we are a very small company in spain, we have a very old (about 20 years) compaq server that has sco 5.0.6 installed and that runs some cobol microfocus homemade applications.

that computer will very likely fail (i am still amazed it has not failed already) and we would like to virtualize it.

We have a windows server 2008 r2 and have thought of using hyper-v to do it.

but we have no money to spend in this project, we paid big money for the licenses of the sco server and for the windows 2008 and I can not afford to spend more money on this.

We don't have any of the installation disks or any hardcopy of the licenses of the sco system, plus that system was installed by a collegue that regretfully passed away a few years ago, I hace some advanced knowledge on microsoft systems but very basic on unix.

I would like to virtualize the sco system as it is now, is that possible?
Any help greatly welcome and tapas on me on your next visit to Spain.

Thanks in advance.

sopela123

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LEARN ABOUT CENTOS

bermudanswaption

BERMUDANSWAPTION(1)					      General Commands Manual					       BERMUDANSWAPTION(1)

NAME

       BermudanSwaption - Example of using QuantLib

SYNOPSIS

       BermudanSwaption

DESCRIPTION

       BermudanSwaption is an example of using the QuantLib interest-rate model framework.

       BermudanSwaption  prices  a  bermudan swaption using different models calibrated to market swaptions. The calibration examples include Hull
       and White's using both an analytic formula as well as numerically, and Black and Karasinski's model. Using these three calibrations, Bermu-
       dan swaptions are priced for at-the-money, out-of-the-money and in-the-money volatilities.

SEE ALSO

       The source code BermudanSwaption.cpp, Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							    04 May 2002 					       BERMUDANSWAPTION(1)