Course Description
This course is designed to introduce learners to the basic concepts of the Yield Curve. It introduces the learners to construct a Zero Yield Curve in Calypso.
Upon successful completion, participants will learn about:
 Yield Curves
 Yield Curve Application
 Curve Underlying Instruments
 Zero Yield Curve Window
 Zero Curve Construction using Curve Underlying Instruments
 Curve Mapping in the Pricer Configuration
By the end of this course, participants will have a clear understanding of the zero yield curve window and its application in Calypso.
Course curriculum


Interest Rate Yield Curve Construction in Calypso

About this course
 1 lesson