[FA106] AEF – Equity Pricing: Implementing Custom Pricing Models

Duration of Course: One day

Course Covers

Front Arena has powerful tools that enable users to implement complex valuation methodologies and business logic:

  • Arena Extension Library (AEL) is used to interface external valuation libraries and adapt the values and the behavior of the client.
  • ARENA Data Flow Language (ADFL) is used to define valuation flows and dependencies, which are the basis for all calculations in PRIME.

This course shows users how to:

  • Encapsulate C/C++ libraries so that users can pass parameters, classes, objects and results back and forth to AEL
  • Map valuation extensions to corresponding libraries, including calculated risk figures
  • Define parameters to pass to the functions, how to override existing values and how to optimize their usage

Course Benefits

Please note that AEF - Equity Pricing is not a standard part of Front Arena and requires an additional license. Please contact your account manager for details.

Certification is available, see AEF Advanced Certification .

Goal of the Course

The attendees should understand how to define and call on valuation libraries from Front Arena, how to pass real-time updated parameters and how to access the resulting values within Front Arena.

Target Audience

Anyone responsible for developing and setting up proprietary algorithms and valuation models and incorporating them into the Front Arena financial calculations, particularly:

  • Quantitive analysts
  • Application managers
  • Developers

Participants must be employed by a customer of SunGard Front Arena or an authorized Front Arena partner.

Required Knowledge Level

Participants should have attended the following courses:

  • AEF – Customization with Python AEL and ACM
  • AEF – Calculation Trees, ADFL and ACM

    Participants should have a thorough knowledge of the following

  • C/C++ programming knowledge
  • Experience of working with PRIME

Type of Course: Technical