Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation.

**Basics**

Online Finance Course – Pricing Interest Rate Swaps (IRS) – Terminology and Notation

Online Finance Course – Pricing Interest Rate Swaps – More terminology

Online Finance Course – Pricing Interest Rate Swaps – What is a Swap?

Online Finance Course – Pricing Interest Rate Swaps – Process

**Modeling the Term structure, zero curve and forward curve**

Online Finance Course – Pricing Interest Rate Swaps – Fixing the term structure

Online Finance Course – Pricing Interest Rate Swaps – Calculating the zero curve

Online Finance Course – Pricing Interest Rate Swaps – Calculating the forward curve

**Mark to Market (MTM), Pricing and Valuation**

Online Finance – Pricing an Interest Rate Swap – Calculating the MTM of the Swap

Online Finance – Pricing Interest Rate Swaps – Pricing Basis Swap

Online Finance – Pricing Cross Currency Swaps

For a complete reference to equations and calculator referred to in this course , please see the Derivative Pricing and Financial Risk Equation Glossary.

For topic specific equations, please see the following links:

**Duration, Convexity and Asset Liability Management**

**Black Scholes, Derivative Pricing, Binomial Trees**

**Calculating Forward Prices and Forward Rates**

**Valuation of Interest Rate Swaps and Future Contracts**