Join us on Thursday, May 26 for an informative webinar as James Gavin of FINCAD take you on a guided tour of curves and rising interest rates.

WEBINAR DETAILS

Time: 1pm - 2pm EST

Date: 26 May 2022

Location: Webinar

On May 4th, one of the most highly anticipated Fed meetings took place, informing us of the latest FOMC rate hike of more than half a percentage point.

Undoubtedly, this rapidly rising rates environment will bring unchartered territory when it comes to curve construction, particularly with regard to FedFunds and SOFR Futures. This also begs the question of just how long it will be before RFR Futures convexity adjustments have a material impact.

In this webinar, James Gavin of FINCAD, will discuss the results of the recent Fed meeting with an emphasis on curve- construction. James will also demonstrate FINCAD Python, our cutting-edge Python analytics framework, which gives users the ability to manage their curve configuration and calibration with confidence and innovative simplicity. The demo will be conducted from the perspective of a STIR (short-term interest rates) trader, who requires utmost control and precision over short-end curve construction.

• Results of the May 4th Fed meeting, including a look back at this volatile period and the key macro events that drove market expectation of the Fed Funds rate, as well as a look forward at what may be in store for the upcoming June meeting
• Comprehensive demo of how FINCAD Python can assist users in simplifying their curve configuration and calibration
• Deep dive into how to easily modify all the elements that go into state-of-the-art curve construction, such as market instruments, interpolation methodologies, futures convexity and the impact of meeting dates and turn pressure