Swaps – Is there a LOS on Structured notes?

Those are just different kinds of interest rate swap variations i think, the usual interest rate swap calculation should work but obvious you have to incorporate the different feature, for example, inverse floater would be like a normal floating rate swap but the difference is that it tracks a benchmark and inverse it’s rate (e.g. benchmark goes up the rate you get goes down).

Didn’t that in schweser though.

They are applications of interest rate swaps, so does not need to be separately mentioned in my opinion. Not sure what they have in Schweser. This year not using it except for practice exams