G2003G IBM Algorithmics Foundations of Risk++

Il centro presenta a continuazione il programma pensato per migliorare le tue competenze e permetterti di realizzare gli obiettivi stabiliti. Nel corso della formazione si alterneranno differenti moduli che ti permetteranno di acquisire le conoscenze sulle differenti tematiche proposte. Inscriviti per poter accedere alle seguenti materie.

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
• Hierarchy of the types of financial calculations which take advantage of Risk++
• Modeling paradigm as reflected in the Risk++ flexible, ''plug-in'' framework, need for run-time type identification
• Shared objects, position-independent code, implementing run-time type identification, registration mechanism, and allocation functions
• Introducing the structure of a code implementing a dynamic link module
• Moving towards more practical matters: creating new instruments, compiling and loading an example dynamic-link module into RiskWatch. Mapping parameters of real instruments to Risk++ attribute classes
• The most important Risk++ classes and their relationship with RiskWatch objects
• Creating new State Procedures - examining example code, making modifications, ecompiling, reloading, etc.

Day2:

• Review of material covered on Day 1
• Hands-on exercise: Creating new Pricing Functions and Settlement Procedures
• Hands-on exercise: Examining code examples, making modifications, recompiling, and reloading
• Advanced Risk++ concepts: Virtual Methods, Evaluation Context - examining code examples, making modifications, recompiling, reloading, etc.
• Application free time
• Wrap-up

Dotazione:
Each participant will have a station set up with operating systems and software needed for the exercises.