The answer for this 105.65
SSEI QForum Latest Questions
JayPatel8824Intermediate
Can someone please explain the equation of inverse floater especially coupon leverage?
IN FIXED INCOME IN ONE THE CLASSES SIR MADE A SLIGHT ERROR WHILE DICTATING THE EXAMPLE WHICH WAS VERIFIED LATER IN THE CLASS, CAN ANYBODY MENTION THE CLASS NUMBER?
Ujjwal raghuvanshiIntermediate
in the asset pool in mortgage-backed securities…. people are paying EMIs i.e interest and principal both…but the bond that SPE issues are a bullet bond i.e they only want interest for now but principal later… isn’t it creating an asset-liability ...
riya_2002Beginner
A two-year floating-rate note pays six-month Libor plus 80 bps. The floater is priced at 97 per 100 of par value. The current six-month MRR is 1.00%. Assume a 30/360 day-count convention and evenly spaced periods. The discount margin for ...