[FA206] Front Arena – Interest Rate Derivatives

Duration of Course: One day

Course Covers

This course illustrates how Front Arena can be used to trade interest rate derivative instruments, including:

  • How to define interest rate derivatives products in Front Arena
  • Valuation parameters and mappings
  • Valuation framework implementations
  • Trading risk management

Goal of the Course

Participants will be shown how to use Front Arena for interest rate derivatives trading. It will also provide a solid understanding of how valuation parameters are set up and mapped.

Target Audience

Application managers, traders and middle-office staff. Participants must be employed by a customer of Front Arena or an authorized Front Arena partner.

Required Knowledge Level

The “Front Arena Introduction – Interest Rates” course or equivalent knowledge. Participants should have knowledge on interest rate derivatives (application and valuation).

Type of Course: