Pricing a bond

[Narg]

I have a bond with a floating coupon off sofr. I did to discount the cash flows using a BBB muni curve and a liquidity premium. Since each cash flow is different, I don’t know how to do it. Can any of you help me with the formulae’s or an excel template ? Thanks

 

[Narg]

I have a bond with a floating coupon off sofr. I did to discount the cash flows using a BBB muni curve and a liquidity premium. Since each cash flow is different, I don’t know how to do it. Can any of you help me with the formulae’s or an excel template ? Thanks

The bond matures in 2037 and is callable

 

[Lutfor Rahman Shimanto]

I have a bond with a floating coupon off sofr. I did to discount the cash flows using a BBB muni curve and a liquidity premium. Since each cash flow is different, I don’t know how to do it. Can any of you help me with the formulae’s or an excel template ? Thanks

Dear Narg

Thanks for reaching out and sharing your problem. We have reviewed your requirements. Hopefully, we will develop some helpful formulas; if possible, we will try to provide you with templates.

When we are done, we will let you know. Good luck.

Regards
Lutfor Rahman Shimanto
ExcelDemy