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闫旭 · 2022年03月15日

数量的题型跟固收的区别

  1. CFA I
  2. Quantitative

NO.PZ2017092702000005

问题如下：

A client requires £100,000 one year from now. If the stated annual rate is 2.50% compounded weekly, the deposit needed today is closest to:

选项：

A.

£97,500.

B.

£97,532.

C.

£97,561.

解释：

B is correct

because £97,531 represents the present value (PV) of £100,000 received one year from today when today’s deposit earns a stated annual rate of 2.50% and interest compounds weekly, as shown in the following equation (where FV is future value):

PV = FVN(1 + rs /m)mN PV = £100,000(1 +0.025/52 )-52 PV = £97,531.58.

发现数量里的题，都不考虑coupon吗？但在固收的题里，却要都考虑coupon，这是为啥？

另外货币市场1年期债券，只要题中没提到discount rate，就是算折现，而不是打折，对吗？

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1 个答案

星星_品职助教 · 2022年03月16日

同学你好，

coupon是债券的组成部分，数量里很少存在以债券为载体的题目，例如本题用的是存款（deposit），自然也就不需要考虑coupon。

如果涉及到非零息债券，不管在哪个科目里都需要考虑coupon。

货币市场一年期的债券很少在数量科目中出现，如果有类似的题目可以就该题目具体提问和分析。

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