• The mechanism of a generic swap and the concepts and terminologies used in swaps
  
• Different types of swaps and the motivation behind employing them
  
• The variants in the basic structure of swaps and their pricing and valuation concepts
  

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

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Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

Swaps
Time taken to complete each Course: Two - Three hours

1. Swaps – Fundamentals

• Objectives
  
• What are swaps?
  
• Elements of a swap
  
• Participation by Financial Intermediaries
  
• Types of Swaps
  
• Pricing and Valuation Concepts
  
• Risks associated with swaps
  
• Documentation

2. Interest Rate Swaps

• Objectives
  
• What is an Interest Rate Swap?
  
• Basic Transaction
  
• Plain vanilla Interest Rate Swaps
  
• Interpreting swap quotes
  
• Pricing and Valuation of Interest rate swaps

3. Currency Swaps

• Objectives
  
• Introduction to currency swaps
  
• Mechanism of a Currency swap
  
• Pricing and Valuation of Currency swap
  
• Currency Vs. Foreign exchange swaps

4. Commodity Swaps

• Objectives
  
• What is a commodity swap?
  
• Plain vanilla commodity swaps
  
• Pricing commodity swaps
  
• Commodity swaps Vs. Futures contracts
  
• Credit risk in commodity swaps

5. Equity Swaps

• Objectives
  
• Introduction
  
• A Plain Vanilla Equity Swap
  
• A Single Currency Equity Swap with a fixed notional principal
  
• Cross-currency Equity Swaps
  
• What do Equity Swaps do?
  
• Variations in the basic structure
  

6. Interest Rate Swap Variants

• Objectives
  
• Introduction
  
• Asset swaps
  
• Zero-coupon swaps
  
• Basis swaps
  
• Deferred swaps
  
• Delayed- rate-setting and Rate-Capped Swaps
  
• Amortizing Swaps
  
• Draw down Swaps
  
• Other variants
  

7. Swaptions

• Objectives
  
• Introduction
  
• Swaption Variants
  
• Pricing Swaptions
  
• Uses of Swaptions
  

JOB AIDS

• Measurement Tools
• Disclosures
• Regulations
• Global Best Practices
• Benchmarking Data

Calculators in Swaps

1. Amortizing swaps
2. Commodity swaps
3. Currency swaps
4. Drawdown swaps
5. Forward swaps
6. Pricing Interest rate swaps
7. Daycount calculator
8. Currency Swaps Valuation Calculator
9. Swaptions

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