Analysis of Fixed Income – Fall 2025

Documentation Status

Week

Date

Topic

Week 1

9/2/2025

6 Representations of the Yield Curve

Week 2

9/9/2025

Overview of Rates

Week 3

9/16/2025

U.S. Treasuries

Week 4

9/23/2025

Duration and Convexity

Week 5

9/30/2025

Curve Interpolation

Week 6

10/7/2025

Delta Ladder

Week 7

10/14/2025

Midterm Exam

Week 8

10/21/2025

PCA I

Week 9

10/28/2025

PCA II

Week 10

11/4/2025

Interest Rate Futures

Week 11

11/11/2025

Interest Rate Swaps

Week 12

11/18/2025

SOFR Yield Curve Construction

Week 13

11/25/2025

No Class

Week 14

12/2/2025

Volatility and Interest Rate Options

Week 15

12/9/2025

Study Day, No Class

Week 16

12/16/2025

Final Exam

Semester Project: