利率

NO.PZ2023090201000049

问题如下：

A floating-rate note makes semiannual interest payments and has a coupon rate equal to the six-month MRR plus 45 bps. The interest payments are made in May and November. If the six-month MRR was 1.95% in May and 2.25% in November of the same year, the coupon rate paid in November of that year was closest to:

选项：

A.2.40%.

B.2.55%.

C.2.70%.

解释：

A is correct.

The applicable interest rate in November is the six-month market reference rate in May plus the 45 basis point = 1.95% + 0.45% = 2.40%.

考点：浮动利率债券

解析：对于浮动利率债券来说，每一期的coupon是由期初的利率决定的。十一月的coupon rate是五月的MRR+45bp = 1.95%+0.45%=2.4%

可以理解为每一次的利率都是按上一期期末也就是本期起初的M RR来计算的哈

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笛子_品职助教 · 2025年06月06日

嗨，从没放弃的小努力你好：

同学理解正确。

上期期末的利率就是本期期初的利率。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2023090201000049 问题如下 A floating-rate note makes semiannuinterest payments anha coupon rate equto the six-month MRR plus 45 bps. The interest payments are ma in ManNovember. If the six-month MRR w1.95% in Man2.25% in November of the same year, the coupon rate paiin November of thyewclosest to: A.2.40%. B.2.55%. C.2.70%. A is correct. The applicable interest rate in November is the six-month market referenrate in Mplus the 45 basis point = 1.95% + 0.45% = 2.40%. 考点浮动利率债券解析对于浮动利率债券来说，每一期的coupon是由期初的利率决定的。十一月的coupon rate是五月的MRR+45= 1.95%+0.45%=2.4% 如题

2024-07-30 14:39 1 · 回答