The Curve Lab

  1. W1 Foundations

    8 lessons
    1. [Applied] The Foundations Lab
    2. [Live] De los derivados de tasa a la curva
    3. [Live] Estructurado
    4. [Math] The Single Bootstrap Lab
    5. [Reading] The Interpolation Lab
    6. [Reading] The Optimization Lab
    7. Homeworks W1
    8. Quiz W1
  2. W2 Single Curve Framework

    4 lessons
    1. [Live] Single Curve Framework: mercado completo
    2. [Live] Single Curve Framework: mercado incompleto
    3. [Applied] The SOFR Lab
    4. Homework W2
  3. W3 Inside the Desk

    5 lessons
    1. [Live] Trading, estructuraci贸n y riesgo de curva
    2. [Math] The Dual Bootstrap Lab
    3. [Applied] The Structuring Lab
    4. [Reading] Collateral and CSA
    5. Homework W3
  4. W4 From Dual to Multi Curve Framework

    6 lessons
    1. [Live] Dual Curve Framework
    2. [Live] Multi Curve Framework
    3. [Applied] The TIIEF CSA SOFR Lab
    4. [Applied] TIIEF CSA SOFR - Structuring Challenge Lab
    5. [Applied] LATAM - Asset Swap Challenge Lab
    6. Homework W4

The Bonds Lab - 2026 [M1] Open Course

  1. [M1] Nominal Bonds Bootstrap

    1. Bienvenido a The Bonds Lab
    2. [Math] The Nominal Bonds Lab [Notas + Excel]
    3. [Video] Bootstrap de bonos: c贸mo pasar de precios a una curva
    4. [Video] Bonos cup贸n cero: del discount rate al factor de descuento
    5. [Video] Bonos con cup贸n: del quote de mercado al precio
    6. [Video] Bootstrap de bonos: interpolaci贸n y optimizaci贸n en Excel
  2. [M2] Valor relativo, DV01 y KR01

  3. [M3] Bootstrap en curva real y break-even

  4. [M4] De market views a trades aplicados