E-Learning: Curve Underlyings

taught by Calypso Learning Services

Interested in this course? Email us at learning@calypso.com

Course description

This E-Learning introduces the set up of the curve underlyings 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


•Swap

•Basis Swap

•Basis Two Swap

•Futures

•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.

Calypso  Learning Services
Calypso Learning Services

Course Curriculum

Curve Underlyings
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Interested in this course? Email us at learning@calypso.com