CFA Level 2 | Fixed Income: Valuing a Floored Floater

Опубликовано: 30 Апрель 2026
на канале: Fabian Moa, CFA, FRM, CTP, FMVA
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CFA Level 2
Topic: Fixed Income
Learning Module: Valuation and Analysis of Bonds With Embedded Options

A floored floater sets a minimum coupon rate for the floating-rate bond.

When the coupon rate is less than floor rate, then set the coupon rate = floor rate.

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