Should I tell my headhunter I am not prepared for my upcoming interview?

I have had a long interest in foundations and one of the major headhunters I work with reps most foundations.

My headhunter made sure I was invited to interview as we've shot the shit about foundations many times.

However, this role is for a public securities and fixed income investment associate. I have been recruiting for PE & VC. I know literally nothing about public securities and fixed income. I didn't even know what the yield curve was until this weekend.

Should I tell the headhunter, or should I just wing it and hope it works out?

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