Component |
Resolution - Bond Pricing |
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Brief |
Use this template to price a 'Standard' Floating Rate Note by projecting the future cashflows from a supplied zero curve. |
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 |
Zero Curve |
This sheet contains the zero curve and holidays list. |
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