PrefBlog

Pairs Equivalency Calculator

Written by

jiHymas

in

I discussed the concept during my seminar on Floating Rate Issues; prepared a spreadsheet that was linked in the February 2010 Edition of PrefLetter; and have finally linked it in a “PrefPick” in Canadian Moneysaver … so it’s time to link to it publicly.

The Pairs Equivalency Calculator allows for easy valuation comparison between elements of a Strong Pair. ‘Nuff said?

Comments

7 responses to “Pairs Equivalency Calculator”

  1. BCE.PR.R to Reset at 207% of GOC-5 « PrefBlog

    […] trying to decide which way to jump may be interested in the Pairs Equivalency Calculator I published earlier this year. I will post again once the final rate is […]

  2. BCE.PR.R to Reset at 4.490% « PrefBlog

    […] announcement of the Selected Percentage Rate was reported on PrefBlog. Data for the Pairs Equivalency Calculator have been updated, but as yet the RatchetRate complement to this issue, Series Q, does not […]

  3. BCE.PR.F Secondary Offering « PrefBlog

    […] we can use this price for comparison purposes since it is close to the other BCE RatchetRates. The Pairs Equivalency Calculator (quick method) tells us that given a price of 22.40 on BCE.PR.E and 23.75 on BCE.PR.F, Canada Prime […]

  4. TD.PR.T: Big Premium On Debut « PrefBlog

    […] to the “Quick Method” of the updated Pair Equivalency Calculator, this implies that the break-even 3-Month Bill rate is […]

  5. BNS.PR.Q, FixedReset, To Be Extended at +170bp « PrefBlog

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

  6. BNS.PR.Q To Reset At 3.61% « PrefBlog

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

  7. TD.PR.Y To Reset At 3.5595% « PrefBlog

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

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