FINANCIAL MARKET COURSES
Japanese Equity Market
Receivable Finance (New)
Lending - An Introduction
The Lending Cycle
Commodities - An Introduction (Revised)
Commodities - Trading (New)
Commodities - Livestock (New)
Commodities - Softs (New)
Primer – MiFID II/MiFIR (New)
Understanding Private Wealth Management Business
Private Wealth Management Products & Services
Primer – Smart Beta (New)
Available on iPad and Android tablets as well as desktop
Futures – Building a Yield Curve (Actual Dates)
This course extends the concepts described in the Futures – Building a Yield Curve (Even Periods) course and will enable you to confidently generate interest rate swap rates using a strip of futures, whether for even periods or actual dates.
On completion of this course, you will be able to:
• Generate interest rate swap rates for actual dates using a strip of short-term futures prices
• Explain the concept of convexity bias
Topic 1: Actual Dates
• Price Discovery
• Calculate Forward Rates
• Calculate Discount Factors
• Calculate Present Value of Floating Payments
• Calculate Swap Rate
Topic 2: Convexity Adjustment
• Forward Yield Curve
Futures – Building a Yield Curve (Even Periods) - View Now
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Futures - Building a Yield Curve (Even Periods)
This course will illustrate how, based on this concept, it is possible to generate swap rates using futures prices. The course assumes that we are dealing with even periods (an exact number of months). For example, we assume exactly three months between a spot date and a nearby futures contract date.
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