This eLearning introduces the set up of the curve underlying commonly used in the generation of Zero Curves and Basis Curves. Zero Curves and Basis Curves are the curves from which discount factors and projected rates are obtained for pricing many instruments.
In this course you are introduced to the Curve Underlying Window for each of the following basic instruments
- Basis Swap
- Basis Two Swap
- Cash Instruments
- Forward Rate Agreement (FRA)
After completing this module you will be able to add or modify underlyings for your Zero or Basis curves.
Derived Market Data Curve Underlyings
Test Your Knowledge