Valuation of floating rate notes with the Neutral Pricing System

Momentum and trend impact analysis for the recognition of chart formations

With the 14 Floater Main Indices in the Basic Subscription it is already possible to follow the development of the credit markets within your technical chart analysis. The FRN Financial Single A Index for example currently includes over 450 bank titles. They are ideally suited as an indicator for the credit market sentiment and compliments your previous data source by market data to variable rate bonds.

It is still possible on Bloomberg to directly compare charts of the MACD or other indicators for your technical analysis.

For an example of momentum analysis on Bloomberg see the screenshot below.

Screenshot Bloomberg

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