Interest Rate Swaps Quicklearn Bullets – QuickLearn Bullets

Interest Rate Swaps Quicklearn Bullets – All chapters

Interest Rate Swaps Quicklearn Bullets – QuickLearn Bullets

This QuickLearn Bullet introduces basic interest rate swaps and their construction and pricing. The discussion begins with a simple 3-year IRS used by a company to hedge its interest rate exposure under floating rate debt.
We remind you that familiarity with forward rate agreements, or FRAs, is fundamental to tackling the materials in this Bullet, so you should first review our Bullet on FRAs if you have not done so already.

Target audience: Traders, risk managers, sales force, financial control and audit

Prerequisite required:
– Forward Rate Agreements

Prerequisite recommended:
– None