istaooo · 2024年02月08日
NO.PZ2023052301000031
问题如下：
An analyst is analyzing a six-year callable bond with a semiannual coupon of 2.50% trading at a price of 98.90 per 100 par value and the following call schedule:
解释：
The correct yield values matched with the corresponding yield measures are presented in the following table:
Calculation of yield-to-first call:
Calculation of yield-to-second call:
Calculation of yield-to-maturity:
计算器按法求教。 。。。。
吴昊_品职助教 · 2024年02月08日
嗨，爱思考的PZer你好：
1、yield to first call：
N=8，PMT=1.25，FV=101.5，PV= -98.90，I/Y=1.57，年化以后1.57%×2=3.1497%
2、yield-to-second call：
N=10，PMT=1.25，FV=101，PV= -98.90，I/Y=1.4626，年化以后1.4626%×2=2.9253%
3、yield-to-maturity：
N=12，PMT=1.25，FV=100，PV= -98.90，I/Y=1.3499，年化以后1.3499%×2=2.6998%
----------------------------------------------加油吧，让我们一起遇见更好的自己！
Weike · 2024年03月19日
为什么yield to the first call 和 yield to the second call 的期数分别是8和10
NO.PZ2023052301000031 问题如下 analyst is analyzing a six-yecallable bonwith a semiannucoupon of 2.50% trang a priof 98.90 per 100 pvalue anthe following call schele: The correyielvalues matchewith the corresponng yielmeasures are presentein the following table:Calculation of yielto-first call: Calculation of yielto-seconcall: Calculation of yielto-maturity: 这里的yielto worst 是什么
NO.PZ2023052301000031 问题如下 analyst is analyzing a six-yecallable bonwith a semiannucoupon of 2.50% trang a priof 98.90 per 100 pvalue anthe following call schele: The correyielvalues matchewith the corresponng yielmeasures are presentein the following table:Calculation of yielto-first call: Calculation of yielto-seconcall: Calculation of yielto-maturity: 这道题semi-annucoupon rate 不是2.5吗，为什么答案里的PMT用的是1.25
NO.PZ2023052301000031 问题如下 analyst is analyzing a six-yecallable bonwith a semiannucoupon of 2.50% trang a priof 98.90 per 100 pvalue anthe following call schele: The correyielvalues matchewith the corresponng yielmeasures are presentein the following table:Calculation of yielto-first call: Calculation of yielto-seconcall: Calculation of yielto-maturity: 4.5年赎回的FV是101.5 N是9，这不能算是第二次赎回吗？
NO.PZ2023052301000031 问题如下 analyst is analyzing a six-yecallable bonwith a semiannucoupon of 2.50% trang a priof 98.90 per 100 pvalue anthe following call schele: The correyielvalues matchewith the corresponng yielmeasures are presentein the following table:Calculation of yielto-first call: Calculation of yielto-seconcall: Calculation of yielto-maturity: 为什么perio4-5 n=4 *2, 为什么是year4 呢 而不是ye5 呢？
