Financial Markets and Derivatives

Financial Markets and Derivatives Training

Finance: Introduction to Interest Rate Swaps (One-Day)

Course Overview


This course is designed for finance professionals in asset management, hedge funds, corporates, or banking who need an understanding of interest rate swaps.




This is a a one-day (6 hours of training) course. The timing is 9.00 am to 5.00 pm.

Alternate timings can be arranged upon request. The course can be held on a date that suits you.


Our Finance: Introduction to Interest Rate Swaps course can be run at our training venue near Liverpool Street (London) or any preferred location in the UK or Europe. The training can also be delivered Online Remotely using online training platforms.

Introduction to Interest Rate Swaps Course Outline

Interest rate swap product mechanics, fixed versus floating flows, notional principal

Floating flows, libor versus alternative risk-free rates (RFRs), overnight index rates

Understanding swap pricing, market-determined rates, PV fixed equals PV floating

Calculating Swap DV01, interpretation and usage for swap market-makers

Calculating interest rate swap mark-to-market and swap unwinds

Using interest rate swaps for hedging, swapping fixed to floating and floating to fixed

Using interest rate swaps for managing fixed income portfolios

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One to One

(which includes a tailor-made training programme for the individual where they can mix and match the topics from various levels to get the most cost-effective training

Group for up to 8 learners
The Course outlines on our website are standard, however, we would be happy to tailor them to your specific requirements. Please call us on 020 3696 2796 or send us a message to discuss further.

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