You can turn a Real Studio window into a HUD window. That works even for floating windows. David Della Rocca kindly send me this example project.
The idea is quite simple: In your Cocoa application you simply take the floating point window and set the style mask to special combination with HUD, Utility and other flags set.
Download project: floatinghudwindow.zip
Update: If you use setContentBorderThickness you can make the bottom borders rounds:
Self.NSWindowMBS.setContentBorderThickness( 4.0, NSWindowMBS.NSMinYEdge )