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Developer Webinar Series 2021 | Webinar #3


Instrument Pricing Analytics for Bond Pricing and LIBOR alternatives



ON DEMAND


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LIBOR is widely embedded in operating models and a transition to alternative rates will affect how many contracts are priced and risk managed. 


In this webinar we showcase and demonstrate examples in Python. Watch On Demand by entering your details in the form above.
We use Instrument Pricing Analytics API to price: 
- Fixed Rate Bonds  
- Floating rate notes on new Risk-Free Rates 

From a Quantitative perspective exploring:  
- Impact of LIBOR transition on Bond Pricing
Meet our speakers
Lamya Mrani
Dev Manager, Financial Engineering - LSEG

With over 12 years of experience in financial engineering, Lamya is leading the pricing services analytics development at Refinitiv. Throughout her career, she developed an expertise in a wide panel of financial products and acquired a strong experience is conducting innovation projects.

Lamya has an engineering degree in applied mathematics and a certification in business and corporate strategy from HEC Paris. She enjoys reading about the latest trends in neuro-economics.
Umer Nalla
Developer Advocate - LSEG

Umer has worked in API consultancy and development with Refinitiv/Thomson Reuters/Reuters for 16 years. Most of that time spent as a consultant helping clients implement their solutions as well as occasionally developing solutions for them.

This has included extended periods working closely with tier 1 bank Market Data teams.

His primary focus has been real-time streaming data, broadening more recently to include our platform offerings. 
Julien Lorenzi
Director, Quantitative Libraries - LSEG

Julien is leading the quantitative team from Refinitiv. Julien has more than 15 years of experience in conducting software development of risk management and pricing solutions.

Julien's responsibility is to lead a research team who are delivering quantitative models for pricing, XVAs and generation of added value Market Data (Yield Curves, Volatility Surfaces) on Refinitiv Data Platform.  

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Refinitiv, is one of the world’s largest providers of financial markets data and infrastructure. Serving more than 40,000 institutions in approximately 190 countries, we provide information, insights, and technology that drive innovation and performance in global markets. Our 160-year Reuters heritage of integrity enables customers to make critical decisions with confidence, while our unique open platform, best-in-class data, and cutting-edge technology bring greater opportunity to our customers. By advancing our customers, we drive progress for the entire financial community.
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