Tutorials are divided in two groups, the script tutorials and the workflow tutorials. In this part you will work with script tutorials.
The following tutorials are available for helping you to start scripting with the Valuation Library.
|Get Started with Scripts||In this tutorial you learn how to configure your Financial Model Builder workspace and how to work with the different types of files you need throughout the subsequent tutorials.|
|European Options Tutorial and European Options Advanced Tutorial||In these tutorials you learn how to develop simple quantitative financial models. You also learn how to use pricing and deal data in your scripts.|
|Interest Rate Swap Tutorial||In this tutorial you work with some more advanced features and leverage FPP library functions.|
|Excel Valuation Plugin Tutorial||In this tutorial you go through the procedure for pricing the interest rate swap that you are familiar with from the Interest Rate Swap Tutorial, but this time using Excel.|
|Parallelization Tutorial||In this tutorial you see how simple parallelization can be achieved on scenarios, dates and documents.|
|Test Framework Tutorial||In this tutorial you learn how to create test cases for your scripts in order to detect changes following code modification.|
Generally, tutorials are composed of two parts: a template and a step-by-step guide.
You can use the templates to run examples without writing the code from them. These templates (and all the required files and commands) are provided automatically to your Valuation Library. Each template is explained at the beginning of the tutorial.
The step-by-step guide gives you a detailed explanation of the example you have run using the template, but with slightly different names for files and commands to avoid conflicts. In this way you learn how to reproduce the given examples and grow your Financial Model Builder experience.
You are introduced gradually with new concepts in each tutorial.
Finastra provides you with template files that, are prefixed by
tutorial_, described and used in the tutorials. They belong to your library so you can modify them as you need.
Although we provide you with working templates, you are expected to have some financial and programming experience. If you want to fully benefit from the potential of the FPP Platform, it is better to have good knowledge of quantitative finance, numerical analysis and algorithm design.
You apply quantitative finance to price standard instruments, derivatives or structured products, so you need to be comfortable with the usual terminology such as expiry, strike, legs, notional, yield or volatility.
Revision Control System
During your journey with Financial Model Builder you will work with projects and you will produce source code, most probably in a collaborative environment. To allow you to do that, Financial Model Builder has integrated support for Git. For more information, see Revision control system.