Danlei · 2021年10月30日
NO.PZ2020011303000205
问题如下：
A bond is worth 103.00. The spot rate for the next six months is 5% per annum (semiannually compounded). What is the carry roll-down using the “forward rates will be realized” assumption?
选项：
解释：
The carry roll-down is
请问老师carry roll-down是什么意思？
这个是课程里的哪个部分，我去重听一下。
NO.PZ2020011303000205问题如下A bonis worth 103.00. The spot rate for the next six months is 5% per annum (semiannually compoun. Whis the carry roll-wn using the “forwarrates will realize assumption? The carry roll-wn is 0.025×103=2.575 or US2.5756 per US100 of favalue.这道题怎么理解呢？
这道题给的已知条件和答案解析之间的联系不是很明白，5%是fowarrate吗，然后为什么可以直接和price相乘呢
