How-to guides

Each guide gets one desk task done from start to finish, with a program you can copy and run. They assume helixio is installed and you know what the product is. The reference pages they link cover every argument.

Guides

Guide	What you'll do
Price a swap from today's quotes	turn a quote sheet into a market and value a EURIBOR swap
Strike a trade at its fair rate	book a FRA at its forward and an OIS at par
Value a cross-currency swap leg by leg	read each leg's value in its own currency, the swap's, and yours
Use your own calendar	amend a shipped calendar, build one, or ingest one under a code
Value a book and collect what failed	value every trade you can and list what stopped the rest
Connect a data source	let the market fetch what a book needs from your own data
Build a curve from your own rungs	solve a curve from instruments you pick, such as a year-end turn
Pin a meeting schedule	quote meetings past the shipped decisions
Mark a daily close	keep one market across days, publishing prints as they arrive
Load a vol grid	load an equity's spot and vol grid, and price on it
Pin a curve node past the last quote	fix a curve's discount factor at a date beyond the quoted rungs
Calibrate Hull-White and pin it	fit the model to the swaption strip a callable bond implies, pin it and price
Build a leg from a schedule	turn dates and conventions into a leg of coupons you can read
Book a trade with a CSA counterparty	book a swap whose collateral decides the discount curve
Book trades from FpML	read an FpML document into a book, as either party
Value a repo and its haircut	book a repo at a margin and read its exposure, excess and haircut
Mark a CDS curve from par spreads	solve a name's survival curve from its quotes and price a trade on it
Price an FX option from a delta quote	book an option by its delta and read back its strike and vol
Quote a bond from its yield	turn a clean quote into cash, a yield and a DV01
Measure a bond's spread to a curve	read the z-, G- and I-spreads of a bond quote
Report a book's risk	list what a book can answer, and report its value, DV01 and par ladder in one call
Price an inflation swap from quotes	mark an index curve from breakeven quotes and price a zero-coupon inflation swap on it