FIA Lesson 11 | Spread measures for floating rate bonds

The notes: https://drive.google.com/file/d/1kaT1... The slides: https://drive.google.com/file/d/18paz... The spreadsheet: https://docs.google.com/spreadsheets/... 00:00 Intro 00:13 Recap 01:39 In this lesson 03:01 Some assumptions 04:29 The spreadsheet 08:35 The pricing 11:32 Excel's SOLVER 13:33 The required margin 15:58 Excel's RATE function 18:13 The floater's sensitivity