IBM Algorithmics Foundations of Risk++ G2003G

Duration: 
2 days
Codes: 
G2003G

Overview

*** 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 (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.

Audience

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

Related Courses

 

Thinking about Onsite?

If you need training for 3 or more people, you should ask us about onsite training. Putting aside the obvious location benefit, content can be customised to better meet your business objectives and more can be covered than in a public classroom. It's a cost effective option.

Submit an enquiry from any page on this site, and let us know you are interested in the requirements box, or simply mention it when we contact you.

Upcoming Dates

  • GREEN This class is Guaranteed To Run.
  • SPVC - Self-Paced Virtual Class.
  • Click a Date to Enroll.
Course Location Days Cost Date
Live Virtual Live Virtual2 1500 £1500 2019-09-23
Live Virtual Live Virtual2 1500 £1500 2019-10-24
Live Virtual Live Virtual2 1500 £1500 2019-11-25
Live Virtual Live Virtual2 1500 £1500 2019-12-09
Live Virtual Live Virtual2 1500 £1500 2020-01-21
Live Virtual Live Virtual2 1500 £1500 2020-01-28