Sorry if this is a very basic or flawed question but I am struggling. I have a known Discount Margin and I am ultimately looking to compute a price from this value as I do not have one. Alternative if its possible to convert to OAS that would work too as I can then use that in my Price Calculator.
All the information I have if the Maturity Date and Spread to the EURIBOR and have assumed a Quarterly reset and payment frequency.
Any help and suggestion would be greatly appreciated.
Thanks in advanced.