问题如下图:
选项:
A.
B.
C.
解释:
为什么不选B呢,用15 December 的Libor去计算?
NO.PZ2018062006000003问题如下 Alpha Co. issuea five-yesemi-annufloating rate bon The coupon rate is six-month MRR plus 100 bps. The bonmakes interest payments on 15 June an15 cember every year. On 15 June the six-month MRR is 3%, anon 15 cember the six-month MRR is 3.2%. The coupon rate for the interest payment ma on cember 15 shoulclosest to: A.3.2%B.4.2%C.4.0% C is correct.The coupon reset te for the coupon paion 15 cember is 15 June. Therefore, the coupon rate on 15 cember = six month MRR on 15 June + 100 bps=3%+1%=4%.考点浮动利率债券解析现在要我们求的是12月15日支付的利息,而每一期的利息都是由期初利率决定的,所以12月15日的利息是由6月15日的利率确定的,6月15日的六个月MRR是3%,所以我们在3%的基础上加上1% (100bps) 得到4%,故C正确。 您好此題對照 NO.PZ2018062010000001(選擇題),雖然NO.PZ2018062010000001是capital-inxebon但它並沒有用期初利率計算coupon rate以及the first coupon payment想請教助教我的思路哪裡該調整呢?謝謝🙏
NO.PZ2018062006000003 问题如下 Alpha Co. issuea five-yesemi-annufloating rate bon The coupon rate is six-month MRR plus 100 bps. The bonmakes interest payments on 15 June an15 cember every year. On 15 June the six-month MRR is 3%, anon 15 cember the six-month MRR is 3.2%. The coupon rate for the interest payment ma on cember 15 shoulclosest to: A.3.2% B.4.2% C.4.0% C is correct.The coupon reset te for the coupon paion 15 cember is 15 June. Therefore, the coupon rate on 15 cember = six month MRR on 15 June + 100 bps=3%+1%=4%.考点浮动利率债券解析现在要我们求的是12月15日支付的利息,而每一期的利息都是由期初利率决定的,所以12月15日的利息是由6月15日的利率确定的,6月15日的六个月MRR是3%,所以我们在3%的基础上加上1% (100bps) 得到4%,故C正确。 RT
NO.PZ2018062006000003 BPS表示什么?