How to build a yield curve
In this course you will learn how to build a bond curve and an interest rate swap curve from market quotes using Excel and Python.
Course curriculum
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Chapter 1 slides: Interest rate basics
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Chapter 1 video: Interest rate basics
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Chapter 2 slides: Bond and swap market mechanics
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Chapter 2 video: Bond and swap market mechanics
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Chapter 3 slides: Bond and swap valuation
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Chapter 3 video: Bond and swap valuation
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Chapter 4 slides: Bond and swap curve construction
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Chapter 4 video: Bond and swap curve construction
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About this course
- $20.00
- 8 lessons
- 3 hours of video content