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FRN1 - Standard (Formula) Template

Component

Resolution - Bond Pricing

Brief

Use this template to price a 'Standard' Floating Rate Note using a closed-form solution, rather than the more time-consuming iterative approach.

FRN1 - Standard (Formula)

Worksheet

Description

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FRN Analysis

This sheet contains the input parameters and a summary of the price and risk statistics.

Functions Used

oFRNstd_DM | oFRNstd_Price

Cashflow Map

This sheet contains a detailed breakdown of the cashflows for the FRN.

Functions Used

oFRNstd_CFM

Holidays

This sheet contains the holiday list.

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