Talk:Floating rate note
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[edit] Example
I don't understand the example. What is a dealer and what does "a market of 27 / 25" mean? Zain Ebrahim 12:40, 11 September 2007 (UTC)
[edit] Inverse floaters
Hi there, Could you please add info about inverse floaters? Thanks. 205.228.74.11 (talk) 16:28, 19 December 2007 (UTC)
[edit] Duration
FRN don't have a Duration close to Zero. It's close to the fixing frequency, expressed in years. —Preceding unsigned comment added by Desx2501 (talk • contribs) 13:59, 2 September 2009 (UTC)
[edit] Risk
I believe that FRNs include inflation risk (the risk that present value of future coupons and repayment of principle will reduce as a result of increasing inflation) as well as credit risk. Inflation risk is different to interest rate risk since inflation and interest rate do not track one another. --85.158.138.20 (talk) 10:31, 10 June 2011 (UTC)
[edit] name
As John C. Hull speaks about a "floating-rate bond" in Options, Futures, and Other Derivatives (fifth edition) P. 126 and this article says: "Floating rate notes (FRNs) are bonds [...]", it seems to me reasonable to redirect from "floating rate notes" to "floating-rate bond" - instead of the other way round, like up to now. Greetings, --Qaswed-Ger (talk) 10:21, 30 November 2011 (UTC)
