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- November 13th, 2018, 2:27 pm
- Forum: Student Forum
- Topic: Value of floating coupon with payment delay
- Replies: 0
- Views: 4863
Value of floating coupon with payment delay
I don’t know theoretically accurate solution to the following problem that I frequently face valuing irregular floating rate notes. Can somebody help me out? Problem Let’s assume that there is a market of zero-coupon risk-free bonds. Price of a bond at time t with maturity at T and face=1 is P(t,T)....
- November 13th, 2018, 2:19 pm
- Forum: Numerical Methods Forum
- Topic: Value of irregular floating coupon
- Replies: 4
- Views: 5967
Re: Value of irregular floating coupon
Thank you, bearish!
- November 9th, 2018, 7:17 am
- Forum: Numerical Methods Forum
- Topic: Value of irregular floating coupon
- Replies: 4
- Views: 5967
Re: Value of irregular floating coupon
Come on! It should be a simple question for those who know theory... 
Anyone?
Anyone?- November 6th, 2018, 2:51 pm
- Forum: Numerical Methods Forum
- Topic: Value of irregular floating coupon
- Replies: 4
- Views: 5967
Value of irregular floating coupon
I don’t know theoretically accurate solution to the following problem that I frequently face valuing irregular floating rate notes. Can somebody help me out? Problem Let’s assume that there is a market of zero-coupon risk-free bonds. Price of a bond at time t with maturity at T and face=1 is P(t,T)...