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In dual indexed floaters the coupon rate is a fixed rate plus the difference between two reference rates. Purchasers of these securities typically make an assumption about the future shape of the yield curve. These notes can be structured to reward the investors in either steepening or flattening yield curve environments. Coupon rate of these kinds of floaters are calculated as follows:
Coupon rate = Reference rate 1 - Reference rate 2 + Quoted margin.
Default risk is the risk that arises when the issuer is not able to satisfy the terms and conditions of the obligation with respect to timely pa
I am facing some problems in my assignment of Portfolio Management. Can anybody suggest me the proper explanation for it?
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The horizon price can be determined by incorporating Option-Adjusted Spread (OAS) into a total return analysis. But this requires a valuation mo
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