IBM Algorithmics Foundations of Risk++ » zur Seminarliste
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 (DLM's) 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.
Alle IBM Trainings finden in Kooperation mit unserem Partner esciris GmbH statt.
Please refer to course overview for description information.
This advanced course is designed for Financial model developers, implementers, and financial system integrators.
You should have:
- Foundations of RiskWatch
- thorough knowledge of C++
- working knowledge of Unix
- basic understanding of finance
Das Training findet auf Deutsch statt.