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
交割日期是16 June 2014,那bond的买卖日期是10 April 2014吗?为什么呢?是因为利息是10 April这天付的原因吗