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 (Even Periods)
A swap is a series of forward contracts. 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.
On completion of this course, you will be able to:
• Identify the differences between forward and futures contracts and the limitations that are associated with using futures contracts to generate swap rates
• Generate interest rate swap rates for even periods using a strip of short-term futures prices
Topic 1: Forwards, Futures and Swaps
• Positive and Negative Correlation
• Swap Rates
Topic 2: Even Periods
• Price Discovery
• Calculate Discount Factors
• Calculate Present Value of Floating Payments
• Calculate Swap Rate
ESTIMATED COMPLETED TIME
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.
Intuition engages with over 30 accreditation bodies to ensure Know-How can be used for CPE credits. If your organization needs CPE from a body not listed below, contact us and we will endeavour to have them included.
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