A community for students.
Here's the question you clicked on:
← 55 members online
 0 viewing
anonymous
 5 years ago
In regards to my floating rate note question earlier, would this be a suitable method.
1. Forecast the reference rate (a 10 year treasury in my case) over the life of the note using the forward rate curve
2. Estimate the future interest payments of the note using the forward rates from step 1.
3. Discount the cash flows from step 2 using the current treasury spot rate curve.
anonymous
 5 years ago
In regards to my floating rate note question earlier, would this be a suitable method. 1. Forecast the reference rate (a 10 year treasury in my case) over the life of the note using the forward rate curve 2. Estimate the future interest payments of the note using the forward rates from step 1. 3. Discount the cash flows from step 2 using the current treasury spot rate curve.

This Question is Closed
Ask your own question
Sign UpFind more explanations on OpenStudy
Your question is ready. Sign up for free to start getting answers.
spraguer
(Moderator)
5
→ View Detailed Profile
is replying to Can someone tell me what button the professor is hitting...
23
 Teamwork 19 Teammate
 Problem Solving 19 Hero
 Engagement 19 Mad Hatter
 You have blocked this person.
 ✔ You're a fan Checking fan status...
Thanks for being so helpful in mathematics. If you are getting quality help, make sure you spread the word about OpenStudy.