Fixedincome

Catalog

• Bond classification
• Bond Riding the Yield Curve Strategy
• Calculation of Indicators under the Three Classifications of Bond Trading Accounting
• Cap/Floor Volatility Surface Construction
• Carry and Roll-down of Interest Rate Swaps
• Hyperbolic Framework: OIS Discounting + IBOR Forward Rates
• Interest Rate Caps & Floors
• Interest Rate Swaptions (Swaption)
• Practical Implementation and Modeling of Swaption Cube Construction