NOUN | a floating rate bond | floating rate bonds | |
NOUN article.ind sg | pl
21 translations
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Usage Examples English
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- An inverse floating rate note, or simply an inverse floater, is a type of bond or other type of debt instrument used in finance whose coupon rate has an inverse relationship to short-term interest rates (or its reference rate).
- For floating rate notes, the coupon varies throughout the life of the bond and is based on the movement of a money market reference rate (often LIBOR).
- Since the swap's floating rate is the BBSW, we find that the swap will be above the yield to maturity of the Treasury Bond as the swap is almost always above the repurchase rate (RBA, 2021).
- An asset swap enables an investor to buy a fixed rate bond and then hedge out the interest rate risk by swapping the fixed payments to floating.
- The coupon (bond) rate may be fixed or floating. [...].
- Government securities typically exclude floating or variable rate bonds, US/Canadian savings bonds and private placements.
- The 0% SAMs would be securitized into floating rate bonds with a variable interest rate of about 60% of the three month Libor (London Inter-bank Offered Rate, an interest rate average calculated from estimates submitted by the leading banks in London).
- The Floating leg of an interest rate swap can be "decomposed" into a series of forward rate agreements.
- Convertible bonds are also considered debt security because the companies agree to give fixed or floating interest rate as they do in common bonds for the funds of investor.
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Contains translations by TU Chemnitz and Mr Honey's Business Dictionary (German-English only).
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