Description

Fixed Income Derivatives demonstrate fixed income derivatives, including swaps, interest rate swaps, and credit default swaps (CDS).

Learning Objectives


  1. Identify the various types of fixed income derivatives and their uses.
  2. Recall the features and functions of interest rate swaps.
  3. Recall the features and functions of credit default swaps (CDS).
  4. Recall the features and functions of interest rate options.
  5. Recall the features and functions of forwards and futures.
  6. Recall the features and functions of swaptions.
  7. Recall the features and functions of credit default indices.
  8. Identify the structure and uses of FX and commodity derivatives.
  9. Identify the structure and uses of structured products.