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1.
Theoretical Background and Excel Implementation
- Application of Bootstrapping of LIBOR 3M and EURIBOR 6M
- Discussion on Euro Dollar Future, Future Vs Forward
- Application of Bootstrapping of SOFR Curve
- Discussion on LIBOR Cessation, Term SOFR Vs Compounding SOFR
- Assignments
2.
Theoretical Background and Excel Implementation
- Theoretical Background and Excel Implementation
- Introduction to Interest Rate Swap, SOFR Swaps with daily compounding
- Assignments
3.
Theoretical Background and Excel Implementation
- Understanding of CIP, Application of Bootstrapping of Dual Currency Curve
- Application of Bootstrapping of Tenor Basis Curve
- Assignments
4.
Theoretical Background and Excel Implementation
- Introduction to the pricing of a Cross Currency Swap
- Pricing of an MTM Cross Currency Swap
- Assignments
5.
Theoretical Background and Excel Implementation
- Concept of CSA, and Application of Bootstrapping of CSA and CTD Curve
- Assignments
Payment terms
To secure admission to this bootcamp, a student must pay a one-time registration fee of INR 20,000 (inclusive of GST/taxes). If a student decides to withdraw, they may request a refund within five days of registration. The refund will be issued after deducting the applicable GST from the INR 20,000 fee. No refunds will be processed after this five-day period. Once a student opts out, access to the course and any previously shared materials will be revoked.
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