NISM Series XIII module

Interest Rates Numericals Lab

398 Qs30 numericals60% pass

Equity Derivatives Currency DerivativesSyllabusChapters Game PlanAll 3

Formula-first practice

Interest Rates Numericals Lab

IRD numericals are bond-math patterns. Start with yield, duration or PVBP, then check whether the question wants price impact, tick value or hedge ratio.

30 calc questions3x XP

Spot the measure

Current yield, duration, PVBP and ticks solve different question types.

Keep units clean

Basis points, rupee contract value and tick count must stay separate.

Check sign

Bond price and yield move opposite. That minus sign is the trap.

Active numerical pool

All Interest Rate numericals

Chapter

CH4MCQHard3x XP

1 / 30

Mr. Suryavanshi purchases a bond at tl 30.50 in the spot market and simultaneously buys a put option on the same bond with a strike price of t130.50 for a premium of to.20. Calculate Mr. Suryavanshi's net payoff if the bond price is t130 at the option's expiry.

NISM Series XIII module

Interest Rates Numericals Lab

398 Qs30 numericals60% pass

Equity Derivatives Currency DerivativesSyllabusChapters Game PlanAll 3

Formula-first practice

Interest Rates Numericals Lab

IRD numericals are bond-math patterns. Start with yield, duration or PVBP, then check whether the question wants price impact, tick value or hedge ratio.

30 calc questions3x XP

Spot the measure

Current yield, duration, PVBP and ticks solve different question types.

Keep units clean

Basis points, rupee contract value and tick count must stay separate.

Check sign

Bond price and yield move opposite. That minus sign is the trap.

Active numerical pool

All Interest Rate numericals

Chapter

CH4MCQHard3x XP

1 / 30

Mr. Suryavanshi purchases a bond at tl 30.50 in the spot market and simultaneously buys a put option on the same bond with a strike price of t130.50 for a premium of to.20. Calculate Mr. Suryavanshi's net payoff if the bond price is t130 at the option's expiry.