FTP rate assigment methods
- Cash flows weighted term
- Direct assignment using the ETL
- Fixed rate
- Par rate
- Principal cash flows weighted term
- Rate term given by duration
- Strip balance (principal and interest cash flows)
- Strip balance (principal cash flows)
- With IP cycle compounding
- With RS cycle compounding
- Yield term value
FTP spread assigment methods
- Treasury
- Management
- Credit
- Liquidity
- Capital
- Teaser
- Taxes
- Administration
- Funding
- Interest
- Option Adjusted
- Behavior