- CFA Exams
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Learning Outcome Statements
| 2016 Level II > Study Session 17. Derivative Investments: Options, Swaps, and Interest Rate and Credit Derivatives > Reading 50. Swap Markets and Contracts |
|---|
| 1. Pricing and valuation |
| 2. Equivalence of swaps and other instruments |
| 3. Interest rate swaps |
| 4. Currency swaps |
| 5. Equity swaps |
| 6. Swaptions |
| 7. Interest rate swaption payoffs |
| 8. Forward swaps |
| 9. Credit risk and swap spread |
| 10. Netting and marking to market |
