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Inflation Derivatives and Index-Linked Bonds

The market for inflation derivatives and other index-linked products is constantly evolving. This programme covers the mechanics of the instruments, their valuation and how they can be used to take or hedge inflation exposure alone or embedded in other structures. Seasonality and convexity when using these products is also analyzed.

More than half of the programme is devoted to practical small group sessions. These intensive exercises include simulations using Microsoft Excel or other industry standard software. Participants will be able to take away worked examples including a number of Excel functions and macros.

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  • Date:
  • Venue:
  • This course is only available via LFS LiveLFS Live
  • Fee:
  • US$1725 per day
    US$3450 total

This course is also available in London Time Zone and New York Time Zone

This course is FTS-Eligible* and also eligible for 16 CPD hours. GARP & CFA Institute members are eligible for 16 CE/CPD credits. See details

Who The Course is For
  • Traders
  • Risk managers
  • Fund managers
  • Project finance and structured finance practitioners
  • Accountants, auditors, consultants, and anyone interested in the use and operation of index linked securities and their derivatives
Learning Objectives
  • Understand the mechanics of index-linked bonds and inflation derivatives
  • Gain clarity on the fundamental issues raised when inflation exposure is being managed
  • Analyze relative value in the index-linked and nominal bond markets through asset swaps
  • Understand the impact of seasonality on inflation swaps and related products
  • Learn how to use inflation derivatives for trading and managing risk
  • Understand the similarities and differences between options on interest rates and inflation
  • Gain familiarity with embedded inflation options
Prior Knowledge

Basic understanding of bonds and interest rate derivatives, intermediate maths and Excel skills.

Preferably, delegates should have taken the LFS Interest Rate Derivatives and Swaps course or be completely familiar with the details of what is covered in that programme.


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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.