Step 1 : INTRODUCTION TO INTEREST RATE DERIVATIVES It covers Forward rate agreement, IRF, Eurodollar Futures , Interest rate options, CAPs, Floors, Interest Rate Swaps, Swaptions. Step 2: UNDERSTANDING FORWARD RATE AGREEMENTS, specifications and its applications ( hedging ) Step 3 : UNDERSTANDING INTEREST RATE FUTURES, Specifications, Pricing, Basis, and its Applications ( Hedging and Speculations ) , Trading Strategies, Discuss terminology including cheapest to deliver, net and gross basis and implied repo rate, Hedging using the appropriate hedge ratio i.e. DV01 or duration Step 4 : UNDERSTANDING INTEREST RATE OPTIONS : Specifications, Pricing, and its Applications ( Hedging and Speculations ) , Trading Strategies, Greeks STEP 5 : UNDERSTANDING CAPS and FLOORs Features, Pricing, CAPS, Floors, Participating Caps, Interest rate Collars, Interest rate Corridors, Cap/Floor Parity, Termination, Compound Options, Step6 : UNDERSTANDING INTEREST RATE SWAPS Pricing and Valuing a Swap contract, Interpreting Swap Position, Terminology , Conventions and Market Quotes, Swaps spreads, Step 7 : UNDERSTANDING SWAPTIONS Step 8 : STRUCTURED PRODUCTS IN INTEREST RATE MARKETS Step 9 : CONTROLLING INTEREST RATE RISK Step 10 : EXOTIC INTEREST RATE OPTIONS Step 11: INTRODUCTION TO CREDIT DERIVATIVES MARKET Step 12: EVALUATION
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