chapter 8

Interest Rate Products: Vanilla to Exotic


This chapter aims to make readers understand the different types of structures/ideas which can be used for hedging against volatility of interest rates accruing from assets or liabilities on balance sheet or for expressing directional/ volatility view on rates market. It takes readers deep into the technicalities and complexities of the market explained in a simple yet effective manner with practical examples. This chapter assumes that readers have an understanding of fixed income mathematics including time values of money and land market calculations. Execution of various kinds of structures depends on prevailing regulations and laws of the land and their suitability for ...

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