Pricing Floating-Rate Debt and Related Interest Rate Options /
Most developing country debt is denominated in U.S. dollars and has a floating interest rate. The pricing of floating rate debt and related interest rate options are examined in this paper. Formulas for pricing ceilings and floors on floating rate debt are derived for several different models of int...
| Autor principal: | |
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| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
1990.
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| Colecção: | IMF Working Papers; Working Paper ;
No. 1990/007 |
| Acesso em linha: | Full text available on IMF |