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Floating rate note value approximation

Discussion in 'Finance' started by Quantico, Oct 8, 2018.

  1. Quantico

    Quantico Guest

    I was hoping somebody can assist me with a query. Would it be a valid approach to revalue a frn with a discount margin from a comparable bond as par minus the difference between the quoted margin and comparable margin multiplied by the notional?

    Thanks

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