Talk:Floating rate note

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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)[reply]

Inverse floaters

Hi there, Could you please add info about inverse floaters? Thanks. 205.228.74.11 (talk) 16:28, 19 December 2007 (UTC)[reply]

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) What is the duration of a FRN? Please, help me — Preceding unsigned comment added by 2806:2F0:90E1:6BF7:35BC:AE4:26D0:13F8 (talk) 04:39, 8 April 2022 (UTC)[reply]

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)[reply]

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)[reply]

Macaulay duration

Why is the macaulay duration close to the time for the next rate adjustment? It should be explained better 2A0C:5A83:F802:EE00:40B5:EE44:B59F:84A7 (talk) 19:43, 11 January 2024 (UTC)[reply]