A Practical Guide for Pricing Floating Rate Notes (FRNs) or Floating Rate Bonds

A floating rate note (FRN) is a bond in which the investor will receive coupons paid by the issuer at a floating coupon equivalent to a money market reference rate. This presentation gives an overview of FRNs valuation. You can more information at... More

A floating rate note (FRN) is a bond in which the investor will receive coupons paid by the issuer at a floating coupon equivalent to a money market reference rate. This presentation gives an overview of FRNs valuation. You can more information at http://www.finpricing.com/lib/FiFrn.html Less