Short-wavelength transmission-loss suppression in fibre Bragg gratings

Fibre Bragg Gratings (FBGs) are known to suffer from short-wavelength, transmission losses due to resonant coupling into backward-propagating cladding modes. Figure 1 shows a typical transmission spectrum of a 10cm standard FBG. The cladding mode losses increase with grating reflectivity and could eventually impose severe limitations in the use of FBGs. The problem can be quite acute in the case that FBG wavelength-multiplexing is required. So far, several attempts have been made to eliminate the short-wavelength, transmission losses and improve grating performance. In all cases, the resonant coupling of the forward-propagating core mode to the backward-propagating cladding modes is minimised by reducing the coupling strength. In this paper, we report on a novel method for reducing cladding-mode transmission losses in standard FBGs. We show that short-wavelength, transmission losses can be practically eliminated by damping the resonant excitation of the cladding modes. The damping is achieved by properly introducing a substantial propagation loss into the cladding modes. For maximum effect, the core mode should experience no extra propagation losses. By applying a thin lossy layer on the fibre cladding surface, a reduction of cladding-mode-losses of about 12dB was achieved

All-optical pulse reshaping and retiming systems incorporating pulse shaping fiber Bragg grating

This paper demonstrates two optical pulse retiming and reshaping systems incorporating superstructured fiber Bragg gratings (SSFBGs) as pulse shaping elements. A rectangular switching window is implemented to avoid conversion of the timing jitter on the original data pulses into pulse amplitude noise at the output of a nonlinear optical switch. In a first configuration, the rectangular pulse generator is used at the (low power) data input to a nonlinear optical loop mirror (NOLM) to perform retiming of an incident noisy data signal using a clean local clock signal to control the switch. In a second configuration, the authors further amplify the data signal and use it to switch a (low power) clean local clock signal. The S-shaped nonlinear characteristic of the NOLM results in this instance in a reduction of both timing and amplitude jitter on the data signal. The underlying technologies required for the implementation of this technique are such that an upgrade of the scheme for the regeneration of ultrahigh bit rate signals at data rates in excess of 320 Gb/s should be achievable

Fibre DFB lasers in a 4x10 Gbit/s WDM link with a single sinc-sampled fibre grating dispersion compensator

WDM transmission and dispersion compensation at 40 Gbit/s over 200 km standard fibre is demonstrated on a 100 GHz grid using four high power single-polarisation single-sided output DFB fibre laser based transmitters and a single 4 channel WDM chirped fibre Bragg grating dispersion compensator

Long continuously chirped fibre Bragg gratings for compensation of linear- and 3rd order-dispersion

For the first time long broadband chirped fibre Bragg gratings with a dispersion profile designed to compensate 3rd order-dispersion are presented. These results demonstrate how the increased demands for dispersion compensation at very high bit-rates can be met using chirped fibre Bragg grating

Term Structure Movements Implicit in Option Prices

This paper analyzes how including options in the estimation of a dynamic term structure model impacts the way it captures term structure movements. Two versions of a multi-factor Gaussian model are compared: One adopting only bonds data, and the other adopting a joint dataset of bonds and options. Term structure movements extracted under each version behave distinctly, with slope and curvature presenting higher mean reversion rates when options are adopted. The composition of bond risk premium is also affected, with considerably more weight attributed to the level factor when options are included. The inclusion of options in the estimation of the dynamic model also improves the pricing of out-of-sample options.

Identifying Volatility Risk Premium from Fixed Income Asian Options

We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which explicitly depends on the average cross section of bond yields and on the time series behavior of option prices. When estimated using a joint dataset of Brazilian local bonds and asian options, the model generates bond risk premium strongly correlated (89%) with a widely accepted emerging markets benchmark index, and a negative volatility risk premium implying that investors might be using options as insurance in this market. Volatility premium explains a significant portion (32.5%) of bond premium, confirming that options are indeed important to identify risk premium in dynamic term structure models.

A reconfigurable optical header recognition system for optical packet routing applications

We demonstrate a reconfigurable all-optical packet processing system. The key device is a code-reconfigurable header decoder based on a fiber Bragg grating. The performance of the system is tested for different packet headers, and error-free operation is confirmed

Compact high-power tunable three-level operation of double cladding Nd-doped fiber laser

We present a compact high-power continuous-wave tunable neodymium-doped double cladding fiber laser operating on three-level 4F3/2 - 4I9/2 transition with a maximum output power up to 810 mW. At 926.7 nm, it has a maximum slope efficiency of 49.3% against absorbed 808-nm pump. By compressing the fiber Bragg grating, 15-nm tuning range is achieved