Fixed Income Analysis

Overview

Fixed income securities are contractual agreements where one party pays a set of payments to the other party, at regular time intervals. In many cases, the size of the payments are specified at the time of issuance, however, many securities have their payments tied to some index which will values not known at origination.

Topics

• Fixed Income Instruments descriptions of various fixed income instruments, which includes securities such as fixed income derivatives (such as swaps, caps and floors) and structured securities
  • Calculations - basic fixed income calculations
  • Curves - a discussion of the calculation of interest rate curves and their interpretation
• Fixed Income Risk - risk associated with holding fixed income instruments, including interest rate and credit risk.
• Trading - elements of fixed income trading strategies.
  • Fixed Income Attribution - attributing the changes in market value of a fixed income instrument to the underlying variables.
  • Fixed Income Derivatives
  • Fixed Income Pricing and XVA
• Economics of Money