Interest Rate & Currency Swap Structures - Part 2
This eCourse consists of two modules. Module 1 looks at differential swaps in detail, examining their features and characteristics and showing how to price these structures.
Module 2 looks at overnight indexed swaps in detail, examining their features, markets, and characteristics, and showing how to price these structures.
On completion of this course, you will be able to:
- Describe the features and characteristics of differential swaps
- Outline the main considerations in the pricing of differential swaps
- Define an overnight indexed swap and outline its main features
- Calculate the cash flow on an overnight indexed swap
Module 1: Swaps - Differential Swaps
Topic 1: Basics of Differential Swaps
Topic 2: Pricing Differential Swaps
Module 2: Swaps - Overnight Indexed Swaps
Topic 1: Basics of an Overnight Indexed Swap
Topic 2: Pricing an Overnight Indexed Swap