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Dec
3
revised Do FRN's *always* trade on par on reset days, regardless if the issuer's credit quality has changed?
added 19 characters in body
Dec
3
accepted What is the yield when a floating-rate note is issued above/below par?
Dec
3
comment What is the yield when a floating-rate note is issued above/below par?
Thanks, I made a separate questions about this here: quant.stackexchange.com/questions/22090/…
Dec
3
asked Do FRN's *always* trade on par on reset days, regardless if the issuer's credit quality has changed?
Dec
3
comment What is the yield when a floating-rate note is issued above/below par?
Thanks! That explains it. I'll add a follow-up question here if it's OK: I keep on reading that on the reset date, the value of the FRN should return to par. But isn't that only true if the FRN was issued at par and the perceived credit quality of the issuer has not changed since the issue?
Dec
3
revised What is the yield when a floating-rate note is issued above/below par?
edited title
Dec
3
asked What is the yield when a floating-rate note is issued above/below par?
Jun
28
awarded  Scholar
Jun
28
awarded  Supporter
Jun
28
accepted At what volume would you move the price at the opening auction?
Jun
18
revised At what volume would you move the price at the opening auction?
Clarified the question
Jun
18
comment At what volume would you move the price at the opening auction?
Sorry, I'll clarify the question above.
Jun
18
awarded  Editor
Jun
18
revised At what volume would you move the price at the opening auction?
Clarified the question
Jun
17
awarded  Student
Jun
17
asked At what volume would you move the price at the opening auction?