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Pricing FRN with fixed rate bond yield/spread
Hi,I am looking at YAS function in Bloomberg for a fixed rate bond. In YAS there are multiple yield/spread calculation for a fixed bond: yield, g-spread, i-spread, z-spread, asset swap spread and OAS spread. Now I would like to price FRN with same maturity date and assuming that the credit quality of this FRN equals the credit quality of the fixed rate bond. FRN pricer has 2 fields in YAS: yield & DM. The question is: how should I define yield or DM for FRN so that it is priced correctly (same credit quality as with the fixed rate bond)Thanks for help!Br,Jack