Explain whether you agree or disagree with the following statement: A floater whose quoted margin equals the
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Explain whether you agree or disagree with the following statement: “A floater whose quoted margin equals the market’s required margin trades at par regardless of the path the reference rate takes in the future.”
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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