问一道题：NO.PZ2020011303000037 [ FRM I ]

NO.PZ2020011303000037问题如下 In a llroll a US10,000,000 30-ye6% pool is solfor 103.25 anbought for 102.80. The settlement is on the fourteenth of the month for both months. The interest is paithe enof the month. The procee of the sale cinveste4% per ye(compounmonthly), aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. Whis the value of the roll? USselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) = 10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) = 10,303,333.Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.Payments on the pool woulUS40,000.The value of the roll (US is10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 有一个llrool，面值10m，30年，6%利息的资产池，卖价是103.25，买价是102.8。每月的14号进行结算，利息每个月月底进行支付。卖了之后可以以4%年利率，每月复利来进行再投资。资产池每月需要支付的利息和本金是面值的0.4%。求这个llroll的价格？真实的买卖价格需要考虑accruinterestUSselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) =10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) =10,303,333.卖价可以以4%月利率再进行投资，那么投资1个月的利息是Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.支付的利息与本金Payments on the pool woulUS40,000.The value of the roll (US10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 老师好，1、计算卖出和买入之间的利息要看利息是在每个月何时付？因为课程里讲的是卖出pool后当月的利息拿不到，所以要减去，但是这里又计算的是利息的AI。之所以计算AI就是因为这道题是月中交易，利息又是月末支付？如果月末交易，月末支付利息是不是就不用计算AI？2、“aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. ”遇到了一道llroll和repo不同的题，其中一个不同说的是llroll不支付利息，这里咋又支付利息了呢？而且利息支出为啥不是｛（1000万*0.4%）/12｝再安AI计算？所有题目的利率不都是年化吗？4万应该是一年的利息支出吧？

NO.PZ2020011303000037 问题如下 In a llroll a US10,000,000 30-ye6% pool is solfor 103.25 anbought for 102.80. The settlement is on the fourteenth of the month for both months. The interest is paithe enof the month. The procee of the sale cinveste4% per ye(compounmonthly), aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. Whis the value of the roll? USselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) = 10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) = 10,303,333.Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.Payments on the pool woulUS40,000.The value of the roll (US is10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 有一个llrool，面值10m，30年，6%利息的资产池，卖价是103.25，买价是102.8。每月的14号进行结算，利息每个月月底进行支付。卖了之后可以以4%年利率，每月复利来进行再投资。资产池每月需要支付的利息和本金是面值的0.4%。求这个llroll的价格？真实的买卖价格需要考虑accruinterestUSselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) =10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) =10,303,333.卖价可以以4%月利率再进行投资，那么投资1个月的利息是Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.支付的利息与本金Payments on the pool woulUS40,000.The value of the roll (US10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 Selling pri103.25 = 10,325,000Buying pri102.80 = 10,280,000为什么不是 10.325 Million 和 10.28 Million？

NO.PZ2020011303000037问题如下 In a llroll a US10,000,000 30-ye6% pool is solfor 103.25 anbought for 102.80. The settlement is on the fourteenth of the month for both months. The interest is paithe enof the month. The procee of the sale cinveste4% per ye(compounmonthly), aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. Whis the value of the roll? USselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) = 10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) = 10,303,333.Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.Payments on the pool woulUS40,000.The value of the roll (US is10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 有一个llrool，面值10m，30年，6%利息的资产池，卖价是103.25，买价是102.8。每月的14号进行结算，利息每个月月底进行支付。卖了之后可以以4%年利率，每月复利来进行再投资。资产池每月需要支付的利息和本金是面值的0.4%。求这个llroll的价格？真实的买卖价格需要考虑accruinterestUSselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) =10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) =10,303,333.卖价可以以4%月利率再进行投资，那么投资1个月的利息是Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.支付的利息与本金Payments on the pool woulUS40,000.The value of the roll (US10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 是不是因为真实交易价格是在报价基础上额外收Ai卖的价格和买的AI为什么都是+不应该是反向的吗？不明白

NO.PZ2020011303000037 问题如下 In a llroll a US10,000,000 30-ye6% pool is solfor 103.25 anbought for 102.80. The settlement is on the fourteenth of the month for both months. The interest is paithe enof the month. The procee of the sale cinveste4% per ye(compounmonthly), aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. Whis the value of the roll? USselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) = 10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) = 10,303,333.Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.Payments on the pool woulUS40,000.The value of the roll (US is10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 请问40000是什么

NO.PZ2020011303000037问题如下 In a llroll a US10,000,000 30-ye6% pool is solfor 103.25 anbought for 102.80. The settlement is on the fourteenth of the month for both months. The interest is paithe enof the month. The procee of the sale cinveste4% per ye(compounmonthly), aninterest anprincippayments on the pool ring the month of the roll woulamount to 0.4% of the pvalue. Whis the value of the roll? USselling priis 10,325,000 + 10,000,000 × (14/30) × (0.06/12) = 10,348,333.USbuying priis 10,280,000 + 10,000,000 × (14/30) × (0.06/12) = 10,303,333.Investment of procee yiel in US10,348,333 × 0.04/12 = 34,494.Payments on the pool woulUS40,000.The value of the roll (US is10,348,333 − 10,303,333 + 34,494 − 40,000 = 39,494 这道题首先没有说价格时clean还是rty，一般考试怎么判断另外买回来的时候不是付过本息了么？那么买回来的加各种利息是不是应该扣除偿还本金后计算？