Course Description

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.


Calypso Learning Services

Course curriculum

  • 1

    Basics of Yield Curve Construction with Calypso

    • Interest Rate Yield Curve Construction in Calypso