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interest-rate-derivatives

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# Interest Rate Derivatives

> Swaps, swaptions, caps/floors, curve construction, OIS discounting, and multi-curve framework.

## When to Activate

- User pricing interest rate swaps or computing swap rates
- Constructing yield curves from market instruments (bootstrapping)
- Pricing swaptions, caps, or floors
- Implementing multi-curve framework with OIS discounting
- Understanding convexity adjustments for non-standard rate products
- Analyzing interest rate risk and DV01/duration for derivatives portfolios

## Core Concepts