The floating-rate tag has no wiki summary.
1
vote
2answers
124 views
Derivatives with a floating Libor leg
If Libor is found to be fraudulently fixed, are any of the derivative contracts with a floating libor leg still valid?
0
votes
1answer
191 views
Where to find introductory material on leveraged loans?
What are some good, preferably free, introductions to leveraged loans, also known as syndicated loans or bank loans? The introduction should describe the basic mechanics and very importantly provide ...
3
votes
1answer
207 views
Value of option-free instruments with a short-rate model vs the spot curve
You can calculate the value of an option free bond or swap by using the spot curve and discounting cashflows accordingly. Alternatively, apparently you can use a single-factor short rate model in a ...