Please tell whether butterfly spread, box spread and derivatives on interest rate are still there in derivatives section for 2023 curriculum?
Also, can question on swaptions be asked from the swaps, futures and forwards reading of the derivatives section?
These portions are there in sanjay sir’s old classes and questions on these topics are included in the books given. Just want to know if those are still relevant? And how to go about it?
As far as I remember, Butterfly Spread and box Spread are not there in the curriculum. Derivatives on interest rates (FRA, T.Bond Futures, EuroDollar Futures, etc.) are there in the curriculum.
Yes, questions on Swaptions can come under derivatives or Fixed Income.
You may check the core readings for a double confirmation.