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FA106: AEF: Equity Pricing: Implementing custom Pricing Models
Duration of course:
1 day
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Please Note that the AEF: Equity Pricing is not a standard part of Front Arena but requires an additional license. Please contact your account manager for details.
Certification is available, see AEF Advanced Certification. |
Front Arena has powerful tools that enable you 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 behaviour 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 will show you how to:
- Encapsulate C/C++ libraries so that one 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.
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 Authorised Front Arena Partner.
Required knowledge level
 Participants should have attended the following courses:
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AEF: Customisation with Python AEL and ACM
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AEF: Calculation Trees, ADFL and ACM
Participants should have a thorogh knowledge of the following
- C/C++ programming knowledge
- Experience of working with PRIME
Course availability
Course catalogue: Front Arena
| Starts |
Ends |
Course title |
Course code |
City |
Price
(EUR) |
26 Oct 2010
09:00 |
26 Oct 2010
17:00 |
AEF: Proprietary Valuation
|
SU-FA106 |
Zürich
|
820 |
24 Nov 2010
17:00 |
24 Nov 2010
17:00 |
AEF: Proprietary Valuation
|
SU-FA106 |
Stockholm
|
625 |
| Listed 2 matching course events
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