Please, need help for interview prep. Urgent

Hello guys,
Due to a personal situation that i can not wait to solve, I have to move to London ASAP from Spain.
I have being aplying to jobs in London and I got a call for the M&A team of a Apollo Portco.
I passed the first interview and they call me for the second round (out of 4).
The M&A director was vague but he told me that it was going to be typical IB interview but i had to do 6 BOND PRICING EXCERCISES, what does he mean with this? how do i prep this?

This is for the FIG space btw.
If anyone knows insurance space it will be a help here, im very lost.

Thank you guys

 

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