Before revision:   With these tools, we derive robust pricing rules for the most common interest rate derivatives : fixed coupon bonds, floating rate notes, interest rate swaps, swaptions, caps, and floors.
After revision:  In addition, we develop pricing methods for contracts consisting of a stream of cashflows, since the nonlinearity of the pricing measure implies that we cannot price a stream of cashflows by pricing each cashflow separately. With these tools, we derive robust pricing rules for the most common interest rate derivatives : fixed coupon bonds, floating rate notes, interest rate swaps, swaptions, caps, and floors.