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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.
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I need a report on the topic Cash Management Control. Can you please assist me for Cash Management Control report for about 2500 words?
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When the underlying stock becomes worthless, the percentage price declines the investors experience is given by, Percentage of Downside Risk=
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