Suppose that a tranche from which an inverse floater is created has an average life of five

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Suppose that a tranche from which an inverse floater is created has an average life of five years. What will the average life of the inverse floaterbe?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:35 AM

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Suppose that a tranche from which an inverse floater is created has an average life of five

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The coupon rate on the tranche from which two classes floater and inverse floater are created can su...View the full answer

Bond Markets Analysis and Strategies

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