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Fixed Income indexes
Posted: March 24th, 2014, 10:36 pm
by Hassanov
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
Posted: March 26th, 2014, 10:31 pm
by trdrisk
what kind of securities do you have in the index you have builded? FRN, zeros, fixed coupon, CPI...?
Fixed Income indexes
Posted: April 2nd, 2014, 11:17 pm
by Hassanov
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?