Financial Instruments

Course Objective:

The purpose of the seminar is to provide the participants with a detailed knowledge about the pricing models and key ratios for a range of financial instruments in SimCorp Dimension. See the list of instruments in the Learning Topics section below.

Moreover, the course will cover the representation of instruments in SimCorp Dimension (static data) and the capture of transactions.

The aim of the course is ultimately to provide the participant with the necessary skills to understand and describe a range of pricing models and the required market data. In exercises during the course, participants will replicate prices and key ratios using Microsoft Excel.

Main Learning Topics:

  • Yield Curves
  •  Fixed Rate Bonds
  • Floating Rate Notes
  • Equity Forwards and Futures
  • Bond Forwards and Futures
  • FX Spot and FX Forwards
  • FRAs and IRFs
  • Volatility Curves
  • Options on Equities and Indices
  • Fixed Income Options
  • FX Options
  • Caps, Floors and IRGs
  • Swaptions


We recommend that you have prior experience working with SimCorp Dimension, and have taken either the ‘SimCorp Dimension Academy’, or the ‘SimCorp Professional User’ course

The recommended mathematical prerequisites are a basic command of exponentiation and roots, the exponential and logarithm functions, and normally distributed random variables. Moreover, we recommend that you have a basic knowledge of how to apply these concepts in Microsoft Excel.

Course Duration:

Days: 3 days
Daily training hours: 9:00-17:00

How to register for this course

Click your preferred date below and register by filling out the form.

If no date is found for your preferred course please contact [email protected] to request the course.