Course list

Interest Rate Derivatives 2: Structured Products

A comprehensive workshop on pricing and managing second generation interest rate derivatives.

What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace.

This intensive program is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Groups are kept small and more than half of the course is devoted to practical workshops. The exercise answers include fully worked scenario spreadsheets containing relevant Excel functions and macros for participants to take away.

  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:


  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London and Singapore

Who The Course is For

This course is designed for anyone who wishes to be able to price, use and manage second-generation interest rate derivatives:

  • Quantitative Analysts
  • Risk Managers
  • Financial Engineers
  • Traders and Structurers
  • Researchers and others who manage interest rate risk

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Prior Knowledge

A good understanding of vanilla interest rate derivatives is an essential prerequisite for this course.


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