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Fixed Income indexes
Hello guys,Am new to this forum. I work as an index analyst. I need to understand how do we rebalance a fixed income index. Am asked to construct a fixed income index and I did everything, however am stuck with the rebalancing formulas and triggers. If you can help me, you will be much appreciated.Thanks,
Fixed Income indexes
what kind of securities do you have in the index you have builded? FRN, zeros, fixed coupon, CPI...?
Fixed Income indexes
Hello Trdrisk,Thanks for your attention.Its Soukok index "islamic bonds" and zero coupon bonds and fixed coupon bonds. 3 indexes.Can you help me please?