Assignment 1 pending from 25 students

Details of Assignment 2 due Friday 13 Jul 2012, 6pm

July 6, 2012

Work Out examples on CP,CD, T-Bill pricing – Price to Yield and Yield to Price

NSE MIBOR methodology, how is it calculated, advantages, suggestions in view of the LIBOR crisi

Visit CCIL site check CBLO, Call Money trades, rates

July 7, 2012

Prepare Excel sheet for Repo pricing of second leg

Prepare Excel sheets for Bond Yield/ Price illustration, Cash flows, Manual method, recheck with Excel
Yield/ Price function

Read IIBF Module Module B, Pg 90