Fixed Income and Bonds Masterclass

LEORON Professional Development Institute
Training overview
Professional Course
Virtual Classroom
5 days

Start dates
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Course description

Fixed Income and Bonds Masterclass

If you want to develop set of desk-ready skills for fixed income markets, this course is for you. This program covers the essentials of fixed income portfolio, how to manage risk related to it as well as develop skills that can be applied in the real world.

Important skills developed on this Course are related to the structure and trading conventions of fixed income markets, which means the Participants will be able to construct, interpret and trade the term structure of interest rates, determine fair values, yields and risk measures for a wide variety of instruments including government bonds, corporate bonds, mortgage securities and fixed income derivatives.

Who should attend?

  • Portfolio managers
  • Fixed income traders
  • Fixed income desk quants research analysts and
  • Financial analysts
  • Other interested parties in fixed income and bonds



Training content


  • Fixed Income Securities
  • Government Securities
  • Credit Market-Related Derivatives


  • Bond Pricing and Yield Conventions
  • Introduction to Yield Curves
  • Money Market Instruments


  • Corporate Securities
  • Structured Securities Overview
  • Global Fixed Income Markets


  • Other Types Of Structured Securities
  • Overview of Other Types of Structured Securities
  • Quantifying and Managing Interest Rate (Price) Risk – Duration and Convexity


  • Fixed Income Analytics
  • Fixed Income Portfolio Management

Certification / Credits

Learning outcomes

  • Comprehend the fixed income securities and understand the structure of fixed income markets
  • Study how to calculate a variety of credit spreads for corporate bonds
  • Learn how to apply in real world spot curves, par coupon curves, forward curves, credit curves, and related ratios
  • Apply prepayment modelling for mortgages and mortgage-backed securities
  • Showcase differences between spot curves, par coupon curves, forward curves, credit curves
  • Learn to calculate expectations of future spot rates and the term premium,
  • Determine real rates, inflation expectations and the inflation risk premium
  • Apply relevant knowledge having in mind structure of fixed income markets,mechanics of repurchase agreements, repo-implied forward prices
  • Compute swap rates, variety of credit spreads for corporate bonds
  • Derive risk-neutral default probabilities from credit risky bond prices

Key takeaways

  • Apply the ‘no-arbitrage’ principle employed in the valuation of fixed incomesecurities and Develop a ‘noarbitrage’ interpretation of forward rates
  • Determine expectations of future spot rates and the termpremium and determine real rates, inflation expectations and the inflation risk premium
  • Learn how to construct yield curve trades including steepeners, flatteners, barbells and bullets
  • Understand the limitations of ‘yield-to-maturity’ as a measure of the rate of return on default free fixed income securities
  • Develop a deep understanding of duration and convexity and be aware of common misunderstandings of these concepts

Why choose Leoron?

LEORON has worked with some of the largest companies in the World - but importantly we care about the individual. Through our Customer Happiness Team we ensure that everyone who attends a LEORON course has the support before, during and after to ensure their training needs are met.

We offer the highest level of training delivery, whether that be in our live-virtual training or in-classroom sessions, with our expert instructors guiding you through everything so that you’re left feeling assured and confident to utilize your new knowledge going forward.

About Leoron

LEORON Professional Development Institute

LEORON is the fastest growing global training institute in the World, having evolved over the past 11 years into a dominant training institute that offers a comprehensive set of training and development solutions to both individuals and businesses. Our locations...

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LEORON Professional Development Institute


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