IBM Algorithmics Foundations of RiskScript
Course
In London
Description
-
Type
Course
-
Location
London
-
Start date
Different dates available
IBM Algorithmics Foundations of RiskScript Training CourseRiskScript is designed to allow users to create their own extensions for RiskWatch. These extensions can be in the form of macros, new pricing functions, state procedures, settlement procedures and simulation functions.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Simulation
Course programme
The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.
Day 1:
- Introduction and course agenda
- Introduction to RiskScript
- Macros
- Hands-on Exercise: Load input data, set up stress room, and generate reports
- State Procedures
- Hands-on Exercise: Develop state procedure for revolving product term
- Curve Functions
- Hands-on Exercise: Develop reverser floater curve base on given securities
Day 2:
- Review of material covered on Day 1
- Pricing Functions
- Hands-on Exercise: Develop pricing function for Clean THEO/Value
- Aggregation Functions
- Hands-on Exercise: Generate report based on given aggregation key
- Simulation Expressions
- Hands-on Exercise: Calculate THEO/Value based on user requirements
- Wrap-up
Additional information
Expenses
IBM Algorithmics Foundations of RiskScript