Time: 1pm - 2pm ET
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.

    Join FINCAD, the Capital Markets division of Zafin, as we discuss the results of the recent Fed meeting with an emphasis on curve- construction. Get a live demo of 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. 

    • Recent volatility 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
James Gavin
Global Head of Pre-Sales, FINCAD Client Services
James joined FINCAD in 2010 and has held positions of Head of both EMEA & AMAPAC Professional Services. In these roles, James has applied FINCAD Software to build a wide range of Fixed Income and Derivatives solutions across all dimensions of Quantitative Finance.

James has worked on projects across all asset classes in Front, Middle and Back offices across Hedge Funds, Banks, Insurance and Pension Funds, Asset Managers and Corporates. He holds a B.Sc. in Financial & Actuarial Mathematics and an M.Sc. in Finance and Capital Markets from Dublin City University (Ireland).