This eCourse consists of two modules. Module 1 looks at differential swaps in detail, examining their features and characteristics and showing how to price these structures.

Module 2 looks at overnight indexed swaps in detail, examining their features, markets, and characteristics, and showing how to price these structures.

On completion of this course, you will be able to:
- Describe the features and characteristics of differential swaps
- Outline the main considerations in the pricing of differential swaps
- Define an overnight indexed swap and outline its main features
- Calculate the cash flow on an overnight indexed swap

Module 1: Swaps - Differential Swaps
Topic 1: Basics of Differential Swaps
Topic 2: Pricing Differential Swaps

Module 2: Swaps - Overnight Indexed Swaps
Topic 1: Basics of an Overnight Indexed Swap
Topic 2: Pricing an Overnight Indexed Swap