ditto · 2024年04月09日
NO.PZ2019070101000036
问题如下：
Based on the table, the 6-month forward rate in 1.5 years is closest to:
选项：
A.1.65%.
B.5.06%.
C.2.53%.
D.6.87%.
解释：
C is correct.
考点：Forward rate.
解析：
首先计算2-year spot rate：N=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-year spot rate=2.6172%；
计算forward rate：
, f(2.0)=2.53%
相关解答：https://class.pzacademy.com/qa/121188
（没有看懂题目）
NO.PZ2019070101000036 问题如下 Baseon the table, the 6-month forwarrate in 1.5 years is closest to: A.1.65%. B.5.06%. C.2.53%. 6.87%. C is correct.考点Forwarrate.解析首先计算2-yespot rateN=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-yespot rate=2.6172%；计算forwarrate(1+ 0.0262 2 ) 4 = (1+ 0.0265 2 ) 3 × (1+ f(2.0) 2 ) 1 , f(2.0)=2.53% 用计算器算出来的I/Y不是一期的rate吗，为什么算2年的spot rate是I/Y*2而不是I/Y*4？
NO.PZ2019070101000036问题如下Baseon the table, the 6-month forwarrate in 1.5 years is closest to:A.1.65%.B.5.06%.C.2.53%.6.87%.C is correct.考点Forwarrate.解析首先计算2-yespot rateN=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-yespot rate=2.6172%；计算forwarrate(1+ 0.0262 2 ) 4 = (1+ 0.0265 2 ) 3 × (1+ f(2.0) 2 ) 1 , f(2.0)=2.53%一是不清楚让求什么阶段的远期，求两年即期利率也不明白思路。远期利率已知，还求什么呢
NO.PZ2019070101000036 问题如下 Baseon the table, the 6-month forwarrate in 1.5 years is closest to: A.1.65%. B.5.06%. C.2.53%. 6.87%. C is correct.考点Forwarrate.解析首先计算2-yespot rateN=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-yespot rate=2.6172%；计算forwarrate(1+ 0.0262 2 ) 4 = (1+ 0.0265 2 ) 3 × (1+ f(2.0) 2 ) 1 , f(2.0)=2.53% f（2）是怎么算出来的，能否写下公式？
NO.PZ2019070101000036问题如下Baseon the table, the 6-month forwarrate in 1.5 years is closest to: A.1.65%. B.5.06%. C.2.53%. 6.87%.C is correct.考点Forwarrate.解析首先计算2-yespot rateN=4;PV=-94.9323; PMT=0; FV=100; CPT I/Y=1.3086%. 2-yespot rate=2.6172%；计算forwarrate(1+ 0.0262 2 ) 4 = (1+ 0.0265 2 ) 3 × (1+ f(2.0) 2 ) 1 , f(2.0)=2.53%请问为什么算1.3086%时候，pmt是输入0，它不是有4次付息的吗？
