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seven-zhu · 2021年02月09日

日期问题

  1. FRM I
  2. Financial Markets And Products

NO.PZ2020021204000032

问题如下：

A corporate 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?

选项：

解释：

Using a 30/360 day count, the number of days between June 1 and December 1 is 180 (29, 30, 30, 30, 30, 30, 1 in June, July, August, September, October, November,and December, respectively). The number of days between June 1 and July 31 is 59 (29, 30 in June and July, respectively). The accrued interest is therefore:

3.5 X(59/180) = 1.1472

付息日6月1日不算，所以6月算29，那为什么12月1日里面要算1天呢，12月1日不就是交割那天了吗

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袁园_品职助教 · 2021年02月10日

同学你好！

这里你可以理解为6.1那天付息了，所以往后算accrued interest rate的时候这一天就不算了（6.1当天的利息已经在6.1付完了）

下一次付息是12.1，所以如果我们算12.1那天要付的利息的时候天数就是算6.2-12.1

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NO.PZ2020021204000032 问题如下 A corporate bonpays coupons the rate of 7% per yeon June 1 ancember 1. Whis the accrueinterest between June 1 anJuly 31 per US100 of favalue? Using a 30/360 y count, the number of ys between June 1 ancember 1 is 180 (29, 30, 30, 30, 30, 30, 1 in June, July, August, September, October, November,ancember, respectively). The number of ys between June 1 anJuly 31 is 59 (29, 30 in June anJuly, respectively). The accrueinterest is therefore:3.5 X(59/180) = 1.1472 老师好，如果按照30/360计算，5月31日交易，时间会怎么算？

2024-07-14 22:18 2 · 回答

NO.PZ2020021204000032 问题如下 A corporate bonpays coupons the rate of 7% per yeon June 1 ancember 1. Whis the accrueinterest between June 1 anJuly 31 per US100 of favalue? Using a 30/360 y count, the number of ys between June 1 ancember 1 is 180 (29, 30, 30, 30, 30, 30, 1 in June, July, August, September, October, November,ancember, respectively). The number of ys between June 1 anJuly 31 is 59 (29, 30 in June anJuly, respectively). The accrueinterest is therefore:3.5 X(59/180) = 1.1472 corporate bon息1个月为30天，但是无论哪种债券，付息日当天都不算，所以这里也要用60-1=59天。请问是这样理解吗？

2024-03-17 21:36 1 · 回答

NO.PZ2020021204000032问题如下A corporate bonpays coupons the rate of 7% per yeon June 1 ancember 1. Whis the accrueinterest between June 1 anJuly 31 per US100 of favalue? Using a 30/360 y count, the number of ys between June 1 ancember 1 is 180 (29, 30, 30, 30, 30, 30, 1 in June, July, August, September, October, November,ancember, respectively). The number of ys between June 1 anJuly 31 is 59 (29, 30 in June anJuly, respectively). The accrueinterest is therefore:3.5 X(59/180) = 1.1472对于Teasury bon是按照actual/actual算的吧，前边有一道一样的题目，算的就是29+31=60天

2022-03-19 15:53 2 · 回答

NO.PZ2020021204000032 actual、actual是不是看今年有几天，实际每个月有几天 30/360就是每个月都按30天 actual/360这个月实际有几天，除以360

2022-03-01 20:29 1 · 回答

NO.PZ2020021204000032

2021-04-15 20:14 1 · 回答