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|IBM course code: G2003G||Category: IBM Algo One / Algo One|
|Delivery: Online & on-site**||Course length in days: 2|
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
The great majority of the IBM courses we offer are taught directly by our engineers. This is the only way we can guarantee the highest quality. We complement all the training with our own materials and laboratories, based on our experience during the deployments, migrations and courses that we have carried out during all these years.
Our courses are deeply role oriented. To give an example, the needs for technology mastery are different for developer teams and for the people in charge of deploying and managing the underlying infrastructure. The level of previous experience is also important and we take it very seriously. That is why beyond (boring) commands and tasks, we focus on solving the problems that arise in the day to day of each team. Providing them with the knowledge, competencies and skills required for each project. In addition, our documentation is based on the latest version of each product.
Agenda and course syllabus
The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.
- Introduction and course agenda
- Hierarchy of the types of financial calculations which take advantage of Risk++
- Modeling paradigm as reflected in the Risk++ flexible, ''plug-in'' framework, need for run-time type identification
- Shared objects, position-independent code, implementing run-time type identification, registration mechanism, and allocation functions
- Introducing the structure of a code implementing a dynamic link module
- Moving towards more practical matters: creating new instruments, compiling and loading an example dynamic-link module into RiskWatch. Mapping parameters of real instruments to Risk++ attribute classes
- The most important Risk++ classes and their relationship with RiskWatch objects
- Creating new State Procedures – examining example code, making modifications, ecompiling, reloading, etc.
- Review of material covered on Day 1
- Hands-on exercise: Creating new Pricing Functions and Settlement Procedures
- Hands-on exercise: Examining code examples, making modifications, recompiling, and reloading
- Advanced Risk++ concepts: Virtual Methods, Evaluation Context – examining code examples, making modifications, recompiling, reloading, etc.
- Application free time
Do you need to adapt this syllabus to your needs? Are you interested in other courses? Ask us without obligation.
Locations for on-site delivery
- Austria: Vienna
- Belgium: Brussels, Ghent
- Denmark: Cophenhagen
- Estonia: Tallinn
- Finland: Helsinki
- France: Paris, Marseille, Lyon
- Germany: Berlin, Munich, Cologne, Hamburg
- Greece: Athens, Thessaloniki
- Italy: Rome
- Louxemburg: Louxembourg (city)
- Netherlands: Amsterdam
- Norway: Oslo
- Portugal: Lisbon, Braga, Porto, Coimbra
- Slovakia: Bratislava
- Slovenia: Bratislava
- Spain: Madrid, Sevilla, Valencia, Barcelona, Bilbao, Málaga
- Sweden: Stockholm
- Turkey: Ankara
- United Kingdom: London