Two reasons that a bond's price will differ from par at its coupon reset date.
有两个理由使得在票面利率重设日，债券的价格和面值不同。
The duration of a floater is quite short, equal to the time until the next coupon reset date.
浮动利率证券的存续期很短，只等于到下一个息票率调整日的间隔。
The duration of a floater is quite short, equal to the time until the next coupon reset date.
浮动利率证券的存续期很短，只等于到下一个息票率调整日的间隔。
应用推荐