Price a US Treasury bill Calculate bond equivalent yield Identify various short-term debt securities and their key features Learn More>>
Define what a TIPS security is and how it works Calculate yield for a TIPS security Learn More>>
Understand fixed income basics: types, reading quotes and reasons for choosing bonds Be familiar with how and why bond prices change Acquire tools for discussing fixed income investments with a client Learn More>>
Calculate bpv for a single bond and a portfolio of bonds Group, or bucket, risk using bpv Understand and apply the concept of convexity to a bond portfolio Calculate modified duration Recognize the limitations of duration and convexity Learn More>>
Calculate invoice price for long-term debt securities Explain the impact of credit risk on bond prices Identify the different features of various types of bonds Learn More>>
Calculate DV01 for a single bond and a portfolio of bonds Group, or bucket, risk using DV01 Understand and apply the concept of convexity to a bond portfolio Calculate modified duration Recognize the limitations of duration and convexity Learn More>>
Understand how bonds are quoted, traded and priced Calculate accrued interest and invoice price Distinguish between bills, STRIPS and bonds Learn More>>
Define a repo and describe its function Price a repo transaction Calculate carry and the forward price of a bond bought for forward settlement Learn More>>
Identify the key players in world bond markets and understand the geography of their trades. Differentiate between the types of bonds that are actively traded around the world. Discuss the primary features and functionality of government bond markets in seven... Learn More>>
Calculate the duration of a bond portfolio Rebalance the duration of a bond portfolio by determining how much cash to raise or how much of one bond to swap for another Learn More>>
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