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王楚溪 · 2020年08月26日

老师你好,请问这道题怎么算出来的这两个天数?

问题如下:

Suppose a U.S. Treasury bond that pays coupons at the rate of 8% per yearon May 15 and November 15 is sold in a transaction settled on October 18. What is the accrued interest?

解释:

There are 184 days between coupon payments and 156 days between the last coupon and the settlement date. The accrued interest is 4×156/184=3.3913

能不能画个时间轴解释一下,谢谢老师!
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已采纳答案

袁园_品职助教 · 2020年08月27日

同学你好!

两个日期之间的天数可以用计算器算出来,以May15 到 Oct. 18 为例

2nd -> 1 (上面写着DATE) -> 5.1520 -> ENTER -> ↓ -> 8.1420 -> ENTER -> ↓ -> CPT

得到 DBD = 156

Btw,下次提问麻烦不要修改标题,保留题号,谢谢!

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