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TG2 BS&IR V1 - ToC
TG2 BS&IR V1 - Extracts
TG2 BS&IR V1 - Index
TG2 BS&IR V1 - Software

A Trader’s Guide to Bonds Swaps & IR Instruments:


Volume 1 – Products, Pricing, Structuring

Available at the ARTShop

(1,073+ colour pages, much software,)


   click to enlarge

This is Volume 1 of the TG2 Bonds, Swaps, & IR Instruments 2-Volume Set (see Volume 2 here).  This book focuses primarily on non-contingent IR instruments and markets and provides real world and P&L oriented descriptions and explanations of who uses which instruments/structures, and why/how they use them.  This paves the way for detailed discussion on how sell, trade, and structure these products.


Volume 1 covers all of the important elements for pricing, trading, selling, structuring, and risk management geared toward market professionals on trading floors, and treasuries alike.  Detailed position keeping/trading is provided in Volume 2.


Detailed treatment of contingent (options) and complex structured/hybrid products are found in their respective multi-volume sets, such as [8], [8a], ... up to [10b]  (see here for EntireList ).


This book is a prerequisite for Volume 2, and for the related contingent, structured, and hybrid products.


See Reviews HERE


This book closely supports several of  the ARTSchool Seminars: such as  A Trader's Guide to IR Markets1-D Swaps, and TG2 IR Derivatives (seminar delegates receive complementary copies).


The TG2 Bonds, Swaps, IR Products Volume 1 is the "pricing/using" component of the 2-volume set  (ToC is available HERE).  Key elements and objectives are:

What is the IR business, and how do market professionals, institutions, corporates, and sovereigns make/save money using IR products.  Including important market/marketing information that not only describes the markets but also illustrates the selling points of various products.

What the key product classes from both end-user (buy-side) economic needs perspective, and what are the key elements for the "sell side" participants.

Detailed description of all important IR instruments, their risk/reward characteristics and economic uses.  This includes all of the pricing machinery required to price real world via market convention, and also via advance methodologies.

Risk analysis of position including both market/price risk, as well as credit default risk.  Moreover, the analysis includes real world treatment of curve based risk analysis, bucketing, and the like to show the effects impacting single trades as well as portfolios.  Notably, the discussions illustrate the many pitfalls and "watch out for this" elements arising in real world valuation and risk assessment.

All common variations of instrument/structures are included for spread/curve and cross currency trading/structuring.

Curve building and usage, and relevant techniques as required for day-to-day trading are included.

All important usage and conventions are included based on decades of professional trading experience and which simple cannot be found in theory.

  ...see ToC, Index, and Extracts.


Don't forget, some TG2Books are included with ARTWare software, and  ARTSchool Seminars, so be sure to contact us for specials, bundles, etc.



Please Note:  This book is closely connected with the TG2RM1st book, which is required to understand the (correct) business management issues and context.  There are discounts for registered owners, and especially for "bundled" purchases.  The TG2QM books are one of the few books in the TG2 Series that do not require the TG2RM1st as a prerequisite, but is very strongly suggested.


Corporate Editions: ART also produces specialized one-off books and monographs for customized client applications whether it be for internal training purposes, to assist with marketing efforts, or with any other circumstance. 


If you need advanced copies or have other special requirements, write to TG2Books@Arbitrage-Trading.com OR click HERE


Available at the ARTShop

(1,073+ colour pages, much software)



See the entire TG2 Series

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** Some discounts may not be taken in conjunction with other discounts



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Last modified: July 25, 2011