Valuation of floating rate notes with the Neutral Pricing System

Momentum and trend impact analysis in the technical analysis

The FRN Main Credit Indices of TASS Wertpapierhandelsbank are suitable for the recognition of trends and chart formations. The Financial Single A Index in the Basic Subscription for example makes the graphical progression of spread movements in the segment Financials visible. It currently includes over 450 variable rate Financial bonds and can be used as a reliable indicator within the technical trend analysis. The Basic Subscription already includes with the FRN Main Credit Indices the fundamental functions for the technical analysis.

Within the technical analysis it is also possible on Bloomberg to show the TASS Main Indices together with other indicators such as MACD or Bollinger Bands.

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

Screenshot Bloomberg

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