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CCCrystalQ · 2021年07月22日

No.PZ2020011303000170 (问答题)

NO.PZ2020011303000170

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?

选项:

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

这道题是默认actual/actual吗

1 个答案

品职答疑小助手雍 · 2021年07月23日

嗨,爱思考的PZer你好:


是因为treasury bond要按actual/actual算

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