fixed_income

Floating Rate Note (FRN)

A floating-rate note (FRN) is a debt security whose periodic coupon payments adjust based on a published reference rate plus a fixed spread. The coupon resets at predetermined intervals and the principal is typically repaid at maturity.

Example: An FRN issued by a bank with a five-year maturity and a coupon equal to SOFR plus a 0.50% spread, resetting every three months.

💬 Comments


Loading comments…