Overview A 1-day course on inflation-linked bonds and derivatives, focusing on the UK market in particular. We examine how inflation is defined and quantified, the choice of index (RPI vs. CPI), and the most common cash flow structures for index-linked securities. We look in detail at Index-linked Gilts, distinguishing between the old-style and new-style quotation conventions, and how to calculate the implied breakeven rate. Corporate bond market in the UK, and in particular the role of LPI in driving pension fund activity. Inflation swaps and other derivatives, looking at the mechanics, applications and pricing of inflation swaps and caps/floors. The convexity adjustment for Y-o-Y swaps is derived intuitively. Who the course is for Front-office sales product control research Traders Risk managers Fund managers Project finance and structured finance practitioners Accountants, auditors, consultants Course Content To learn more about the day by day course content please request a brochure To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now
QLS Endorsed + CPD QS Accredited - Dual Certification | Instant Access | 24/7 Tutor Support
The LMI Foundations of Success workshop introduces the concepts and practical tools used to help countless individuals within thousands of organisations, of all sizes and complexity in both the public and private sector, realise more of their true potential.
Level 3 QLS Endorsed Course | CPD & CiQ Accredited | Audio Visual Training | Free PDF Certificate | Lifetime Access