[Developer Webinar] Instrument Pricing Analytics for Bond Pricing and LIBOR alternatives
10-03-2021 | treasuryXL | Refinitiv |
Webinar on March 30 at 10 am BTS
LIBOR is widely embedded in operating models and a transition to alternative rates will affect how many contracts are priced and risk managed.
Join this webinar where Refinitiv will showcase and demonstrate examples in Python. Register by entering your details by clicking the banner above.
Refinitiv will be using Instrument Pricing Analytics API to price:
- Fixed Rate Bonds
- Floating rate notes on new Risk-Free Rates
From a Quantitative perspective exploring:
- Impact of LIBOR transition on Bond Pricing & generating yield curves
