A SIMPLE FLOATER VALUATION MODEL

Remember from Chapter 3 that the reason why a fixed-rate bond trades at a premium or discount is that the coupon rate (what you are promised to receive from the issuer) is more or less than the yield to maturity (what you would need to pay par value)

MARKET DEMAND AND SUPPLY - Bond Math

Add-On Rate, Actual/365, Add-On Rate, 30/360

PRICING AN INTEREST RATE SWAP

YIELD DURATION - Bond Math

CURVE DURATION AND CONVEXITY

Floating Rate Notes (FRN) in Excel: Understanding Duration

Bond Math: The Theory Behind the Formulas by Donald J. Smith

INFERRING THE FORWARD CURVE - Bond Math

VALUING AN INTEREST RATE SWAP

A REAL BOND PORTFOLIO - Bond Math

HORIZON YIELDS AND HOLDING-PERIOD RATES OF RETURN

Floating point exception” error immediately as I run a 2D simulation

CFA Level 1 Fixed Income: Calculating the Price of a Floating

INFERRING THE FORWARD CURVE - Bond Math