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SEARCH IN GUILLERMO Y MICHÈLE DE LA DEHESA LIBRARY AND BEYOND
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Pricing and Valuation of Interest Rate Derivatives using Swap Pricer (SWPR) and Marval*

July 4 @ 10:00 am - 11:45 am

Get an overview of current Swaps Market prices, learn how to customize Swap Deals in the the Swap Pricer app, and save them in Portfolio for mark to market evaluation.

*For Clients in Hong Kong only: it is an eligible CPD course approved by Treasury Markets Association (TMA). Participants who attended the course can apply for a 1-hour CPD activity from TMA.

SWPR and Definition of an Interest Rate Swap Trade Overview
Definition of the Payment Structure
Setting Up an Amortization Profile
Zero Swap Curves Overview
Saving the Deal into a Portfolio and Reviewing the Valuation in MARVAL

Date: 04-Jul-2022
Start Time: 10:00 Spain/Madrid

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Details

Date:
July 4
Time:
10:00 am - 11:45 am