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On-Demand Solution Webinar | Using Numerix & Python to Construct Alternative Reference Rate Curves

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2019/07/24
United States

Speaker: Liang Wu, Vice President of Financial Engineering & Head of CrossAsset Product Management, Numerix

Topics:

  • Curve construction in the multi-curve environment
    • Static data
    • Curve members
    • Curve features
  • Applications with Alternative Reference Rates
    • Newly introduced instruments
    • Curve visualization
    • Par-pricing check
    • Indicative breakeven rates
    • P&L impact analysis
    • Key takeaways

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Geographic Focus
Asia-Pacific, EMEA, LATAM, North America
Format
Webinar