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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.
Discuss the applicability of an operating in vegetable growing business in Uganda.
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Explain the organization and function of commodities exchange
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All other things held constant, how would the market price of a bond be affected if coupon interest payments were made semiannually instead of annually? The majority of bonds i
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