IBM Algorithmics Foundations of RiskScript

Course

In London

Price on request

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

London
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Arrow Ecs Training, 56433

Start date

Different dates availableEnrolment now open

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Subjects

  • Simulation

Course programme

Training Course Content

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

The cost of this course is £1200 + VAT.

IBM Algorithmics Foundations of RiskScript

Price on request