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FRN2 - Custom2 Template

Component

Resolution - Bond Pricing

Brief

Use this template to price a fully customized Floating Rate Note. None of the pricing conventions are defaulted, allowing every aspect of the pricing to be specified. Price, risk statistics, equivalent yields and cashflow details are all return

FRN2 - Custom2

Worksheet

Description

.

FRN Analysis

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

Functions Used

oFRNctm2_DM | oFRNctm2_Dates | oFRNctm2_Price

Cashflow Map

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

Functions Used

oFRNctm2_CFM

Zero Curve

This sheet contains the zero curve and holidays list.

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