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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.
Criticism from the viewpoint of the proponents of the flexible exchange rate regime. Economic agents can hedge exchange risk through forward contracts and other methods. They do
Internal Rate of Retur n The discount rate at which the net current value (the value of all future cash flows, in excess of the real investment, expressed in today's d
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drow decision table of financee managment system
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