Interest Rate Derivatives

In this section

• Interest Rate Swaps
  Learn how interest rate swaps are structured and how they are used for hedging and positioning.
  • Interest Rate Swap Mechanics
    Understand how fixed-for-floating swaps are structured, priced, and settled.
  • Hedging with Interest Rate Swaps
    See how swaps are used to manage duration, funding exposure, and rate sensitivity.
• Interest Rate Futures and Forwards
  Review how rate futures and forwards are used to hedge and trade expected moves in interest rates.
  • Treasury Futures Contracts
    Learn how Treasury futures are quoted and used in fixed income hedging and trading.
  • Eurodollar Futures
    Review Eurodollar futures as a legacy short-term rate derivative and benchmark contract type.
• Interest Rate Options
  Study common interest rate option structures and how they shape risk exposure.
  • Caps, Floors, and Collars
    Understand how caps, floors, and collars define rate protection and option cost.
  • Swaptions
    Learn how swaptions give investors the right to enter an interest rate swap in the future.