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Margin measures for floating-rate bond

`[`

calculates margin measures for a floating-rate bond. `Margin`

,`AdjPrice`

] = floatmargin(`Price`

,`Spread`

`Settle`

,`Maturity`

)

Use `floatmargin`

to calculate the following types of margin
measures for a floating-rate bond:

Spread for life

Adjusted simple margin

Adjusted total margin

To calculate the discount margin or zero discount margin, see
`floatdiscmargin`

.

`[`

adds optional name-value pair arguments. `Margin`

,`AdjPrice`

] = floatmargin(___,`Name,Value`

)

[1] Fabozzi, Frank J., Mann, Steven V. *Floating-Rate
Securities.* John Wiley and Sons, New York, 2000.

[2] Fabozzi, Frank J., Mann, Steven V. *Introduction to Fixed Income
Analytics: Relative Value Analysis, Risk Measures and Valuation.*
John Wiley and Sons, New York, 2010.