張寶寶 · 2024年05月11日
NO.PZ2023120801000040
问题如下：
Bond G, described in the exhibit below, is sold for settlement on 16 June 2014. The full price that bond G will settle at on 16 June 2014 is closest to:
Annual coupon: 5%
Coupon payment frequency: semiannual
Interest payment date: 10 April and 10 October
Maturity date: 10 October 2016
Day count convention: 30/360
Annual yield-to-maturity: 4%
选项：
A.102.36
103.10
103.65
解释：
Correct Answer: B
66/180怎么算来着？
NO.PZ2023120801000040 问题如下 BonG, scribein the exhibit below, is solfor settlement on 16 June 2014. The full prithbonG will settle on 16 June 2014 is closest to: Annucoupon: 5%Coupon payment frequency: semiannualInterest payment te: 10 April an10 OctoberMaturity te: 10 October 2016y count convention: 30/360Annuyielto-maturity: 4% A.102.36 B.103.10 C.103.65 CorreAnswer: 请问这个公式对吗？ accrueinterest = (t/T)*PMT, 为什么不能用4月10日的PV加上算出来的AccrueInterest得到full price
NO.PZ2023120801000040 问题如下 BonG, scribein the exhibit below, is solfor settlement on 16 June 2014. The full prithbonG will settle on 16 June 2014 is closest to: Annucoupon: 5%Coupon payment frequency: semiannualInterest payment te: 10 April an10 OctoberMaturity te: 10 October 2016y count convention: 30/360Annuyielto-maturity: 4% A.102.36 B.103.10 C.103.65 CorreAnswer: 不应该PVfull是算出来的102.36向前折现么？向前折不就是除么？
