Valuation of floating rate notes with the Neutral Pricing System

240 FRN Individual Indices for the detailed analysis of the most important currencies

The FRN Individual Indices of the TASS Wertpapierhandelsbank are comprised of 240 index baskets, including various floater indices for the credit analysis in the currencies GBP, USD, CAD and AUD as well as numerous country indices.

The country baskets include besides German issuers also indices of the most important industrial nations. Through the subdivision in different rating classes like Single A or BBB you are able to balance your floater portfolio optimally and recognize early on any possible country risks.

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