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FRN2 - Custom1 Template

Component

Resolution - Bond Pricing

Brief

Use this template to price a moderately customized Floating Rate Note.

FRN2 - Custom1

Worksheet

Description

.

FRN Analysis

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

Functions Used

oFRNctm_DM | oFRNctm_Dates | oFRNctm_Price

Cashflow Map

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

Functions Used

oFRNctm_CFM

Zero Curve

This sheet contains the zero curve and holidays list.

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