The treasury operations and products course is a mix of core topics and four separate applications. Three of the applications deal with trading product families while the fourth deals with forecasting monetary policy (interest rate rise and cut decisions). Of the core topics the primary focus is on introducing key terms that are you likely [...]
Tag Archives: Structured products
Range Accrual Notes
Range accrual notes are notes that pay a higher than market coupon as long as an external index stays within a pre-specified range across pre-specified dates and a lower (or no) coupon if it doesn’t.
Pricing Range Accrual Notes
Cross Currency Swaps
A swap is an agreement between two companies to exchange cash flows [...]