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by Toothless68
July 1st, 2011, 7:25 am
Forum: Student Forum
Topic: NPV of a floating rate note.
Replies: 2
Views: 21075

NPV of a floating rate note.

<t>Hi. Straightforward question here, but one that has been bugging me. How do I calculate the NPV of a floating rate note? I've read somewhere that it's the discounted value of the principle at the next reset date, which would make the calculation Notional/(1+discount_rate+spread), which seems coun...