Floating Bond Pricer


#1

Hello All,

I am looking for the find a way to able to price a floating bond. For a Fixed bond I have no issue, But I would like to know if it’s possible? And if it’s the case if you can provide an example?

Thanks,


#2

Thanks for your interest in Strata. Sadly, at the moment we don’t support floating bonds and we have no current plans to add it. Please contact us if you are interested in paying commercially to add this instrument.

thanks
Stephen