This course explores pricing and valuation of IRS and its variants in more details.
• Building discount factors beyond money market rates thru boot-strapping
• Pricing and valuation of IRSs
• Pricing forward start swap, amortising swaps and floating rate set in arrears
• PVBP & Pricing IRS intuitively
• MTM of various types of IRS
• Market & Credit Risk associated with IRS
Suitable for Intermediate Users