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Coupon leverage : ウィキペディア英語版 | Coupon leverage Coupon leverage, or leverage factor, is the amount by which a reference rate is multiplied to determine the floating interest rate payable by an inverse floater. Some debt instruments leverage the particular effects of interest rate changes, most commonly in inverse floaters. As an example, an inverse floater with a multiple may pay interest at the rate, or coupon, of 22 percent minus the product of 2 times the 1-month London Interbank Offered Rate (LIBOR). The coupon leverage is 2, in this example, and the reference rate is the 1-month LIBOR. ==See also==
*Cash accumulation equation
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Coupon leverage」の詳細全文を読む
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