Calypso Learning Services

This course is designed to introduce learners to the basic concepts of the Yield Curve. It introduces the learners to construct a Zero Yield Curve in Calypso.

Upon successful completion, participants will learn about:

• Yield Curves
• Yield Curve Application
• Curve Underlying Instruments
• Zero Yield Curve Window
• Zero Curve Construction using Curve Underlying Instruments
• Curve Mapping in the Pricer Configuration

By the end of this course, participants will have a clear understanding of the zero yield curve window and its application in Calypso.