CFA Level 2 | Fixed Income: Valuing a Floored Floater

Описание к видео CFA Level 2 | Fixed Income: Valuing a Floored Floater

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CFA Level 2
Topic: Fixed Income
Reading: Valuation and Analysis of Bonds With Embedded Options

A floored floater sets a minimum coupon rate for the floating-rate bond.

When the coupon rate is less than floor rate, then set the coupon rate = floor rate.

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