# Pricing Interest Rate Swaps & Interest Rate Options – Topic Guide

**Topics covered**

- Definition of different types of interest rates
- Overview of swap contract variations
- Summary of the pricing process for interest rate swaps
- Step-by-step methodology for deriving zero coupon and forward rate term structures
- Step-by-step procedures for determining the price of
- interest rate swaps, such as
- coupon swaps or fixed-for-floating swaps
- basis swaps or floating-for-floating swaps
- Cross currency swaps, such as
- Fixed-for-fixed currency swaps
- Floating-for-floating currency swaps

- Amortizing floating-for-floating currency swaps

- Interest rate options, such as
- Caps and floors
- Accrual swaps
- Range accrual notes
- Commodity Linked notes

**EXCEL files**

The pre-package deal also contains the 3 EXCEL files that illustrate:

- The calculation of zero coupon and forward rate curves from the par term structure
- The calculation of prices of interest rate swaps, cross currency swaps and interest rate options

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