kkbis · 2020年03月26日
问题如下：
The cash price is 97.63, the remaining life of the Treasury bill measured in calendar days is 60 days. What is the discount rate?
选项：
A.11.64%.
B.12.13%.
C.13.87%.
D.14.22%.
解释：
D is correct.
考点：Interest Rate Derivative-Bond And Bond Futures
解析：
discount rate = x (100 - cash price)=6*(100-97.63)=14.22%
请问老师，我是否可以理解为，T-bill公式中算出来的quoted price就是discount rate？
NO.PZ2019052801000045问题如下 The cash priis 97.63, the remaining life of the Treasury bill measurein calenr ys is 60 ys. Whis the scount rate?A.11.64%.B.12.13%.C.13.87%.14.22%.is correct. 考点Interest Rate rivative-BonAnBonFutures解析scount rate = 360n\frac{360}nn360 x (100 - cash price)=6*(100-97.63)=14.22%为啥不是这个公式
NO.PZ2019052801000045 我是这样折现计算的，利用复利，请问这样怎么错了呢 100= （1+r）61 ＊97.63
不能理解quote price就等于scount rate，是需要转化吗？
请问，这个题的答案是正确的吗？是应该算出来债券的正常价格，之后再折现求折现率吗？我怎么算都得不出来
