Module
Short-Term Interest Rate Derivatives
FRAs, interest rate futures, swaps and overnight index swaps, caps and floors, documentation, collateral and central clearing.
Educational material, not professional, tax or legal advice. Figures reflect Irish law as understood when written — check Revenue.ie or a qualified adviser before acting. Not affiliated with or endorsed by any professional body.
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- 01What derivatives are and why they are used
- 02Forward rate agreements
- 03Worked example: settling an FRA
- 04Short-term interest rate futures
- 05Hedging with interest rate futures
- 06Interest rate swaps
- 07Overnight index swaps
- 08Worked example: an OIS settlement
- 09Basis swaps and cross-currency swaps
- 10Interest rate caps and floors
- 11Worked example: a cap payment
- 12Swaptions
- 13Valuing derivatives and OIS discounting
- 14ISDA documentation and collateral
- 15Central clearing and EMIR
- 16Congratulations on completing the module