Course curriculum

    1. IRD- Trade Capture and Pricing

    1. IRD Linear Pricing: Creating a Floating Rate Index Video

    1. IRD Linear Pricing: Curve Generation and Underlying Instruments Video

    1. IRD Linear Pricing: Generating an OIS Curve Video

    2. IRD Linear Pricing: Generating an Libor Curve Video

    3. IRD Linear Pricing: Single Ccy Zero Basis Curve Video

    4. IRD Linear Pricing: Defining Curves from Offsets Video

    5. IRD Linear Pricing: Pricing Sheet Trade Capture for IRD Video

    6. IRD Linear Pricing: Pricing Sheet Trade Capture for Swaps Video

    7. IRD Linear Pricing: Pricing Sheet Trade Capture for Caps and Floors Video

    8. IRD Linear Pricing: Pricing Sheet Trade Capture for Bonds and Bond Futures Video

    9. IRD Linear Pricing: Pricing Sheet Trade Capture for Swaptions and FRA's Video

    10. IRD Linear Pricing: Round Trip Pricing Validation Video

    11. IRD Linear Pricing: Round Trip Pricing Validation Zero Basis Curve Video

    1. IRD Linear Pricing: Pricing Cross-Currency Basis Curves Video

    2. IRD Linear Pricing: Pricing Round Trip Pricing-Validation Cross-Currency Basis Curve Video

    3. IRD Linear Pricing: FX Rate Definitions Video

    1. IRD Linear Pricing: Troubleshooting & Main Entry Logs

    2. IRD Linear Pricing: Main Entry Logs

About this course

  • 29 lessons
  • 1.5 hours of video content