Here is the second course on Advance Interest Rate Products. The perquisite for this course is the first course on pricing interest rate swaps

Online Finance – Pricing Interest Rate Swaps – The valuation course

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The second more advance course builds on the foundation laid in the introductory course and works with more technical and complex topic of marking to market interest caps, interest rate floors and other related fixed income options.  The same foundations defined here can be used to price range accrual notes as well as commodity linked notes

Online Finance – Pricing a Cross Currency Swap – Floating for Floating structure

Online Finance – Pricing a Cross Currency Swap – Amortizing and Indexed Term sheets

Online Finance – Pricing Interest Rate Options – Cap Floor Parity

Online Finance – Interest Rate Options – Pricing Caps & Floors