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桔子 · 2020年07月30日

问一道题:NO.PZ2020021204000031 [ FRM I ]

问题如下:

A Treasury bond pays coupons at the rate of 7% per year on June 1 and December 1. What is the accrued interest between June 1 and July 31 per USD 100 of face value?

解释:

The number of days between June 1 and December 1 is 183 (29, 31, 31, 30, 31, 30, 1 in June, July, August, September, October, November, and December, respectively). The number of days between June 1 and July 31 is 60 (29, 31 in June and July, respectively). The accrued interest is therefore:

3.5 x 60/183 = 1.1475

为什么是3.5不是7呢?不是yearly吗

1 个答案

袁园_品职助教 · 2020年07月30日

同学你好!

一年派息两次,每次就是3.5%