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IBM Algorithmics Foundations of Risk++ (G2003G)

 

Who should attend

This advanced course is designed for Financial model developers, implementers, and financial system integrators.

Prerequisites

You should have:

  • Foundations of RiskWatch
  • thorough knowledge of C++
  • working knowledge of Unix
  • basic understanding of finance

Course Content

*** For inquiries and scheduling for this course, please contact wfssedu@us.ibm.com ***

This is an IBM ISDR course.

Risk++ is a set of powerful C++ frameworks for risk management and financial modeling which can be leveraged to develop custom risk management solutions, and to extend the functionality of RiskWatch.

Upon successful completion of the course, the participant will be able to:

  • Explain the design and functionality of the Risk++ library;
  • Describe the types of financial functions that can be created in Risk++;
  • Describe the underlying financial modeling paradigm, its flexible and extensible plug-in architecture, as well as its capabilities and limitations;
  • Develop and Implement Dynamically Loaded Modules (DLMs) for use in RiskWatch using Risk++ code;
  • Map real instrument parameters in to Risk++ attribute classes;
  • Create State Procedures, new Instruments, Pricing Functions and Settlement Procedures.
Classroom Training

Duration 2 days

Price (excl. tax)
  • Germany: 1,490.- €
incl. catering
Catering includes:

  • Coffee, Tea, Juice, Water, Soft drinks
  • Pastry and Sweets
  • Fresh fruits
  • Lunch in a nearby restaurant

* Catering information only valid for courses delivered by Fast Lane.


Digital courseware

Courseware language: English

 
Schedule

Currently there are no training dates scheduled for this course.  Enquire a date