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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.
When a borrower uses repo market for fund financing, he has to deliver the securities to the lender. One way to do this is to deliver the collateral to the lender
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Now that we have seen how default-free theoretical rate can be extrapolated from the treasury yield curve, let us see how some other additional information, like forwar
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