徐威廉 · 2022年05月25日
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NO.PZ202112010200001403
问题如下：
Calculate the ASW of the corporate bond.
选项：
A.0.65%
0.95%
0.85%
解释：
C is correct. The ASW is an estimate of the spread over MRR versus the bond’s original coupon rate to maturity, which is equal to the difference between the corporate bond coupon of 3.00% and the 12-year swap rate of 2.15%, or 0.85%.
ASW的全称是什么？
NO.PZ202112010200001403问题如下 Calculate the ASW of the corporate bon A.0.65%B.0.95%C.0.85% C is correct. The ASW is estimate of the spreaver MRR versus the bons origincoupon rate to maturity, whiis equto thefferenbetween the corporate boncoupon of3.00% anthe 12-yeswrate of 2.15%, or 0.85%. 12年的swrate = 2.15%是如何计算岀来的，谢谢
NO.PZ202112010200001403 问题如下 Calculate the ASW of the corporate bon A.0.65% B.0.95% C.0.85% C is correct. The ASW is estimate of the spreaver MRR versus the bons origincoupon rate to maturity, whiis equto thefferenbetween the corporate boncoupon of3.00% anthe 12-yeswrate of 2.15%, or 0.85%. 根据解析The ASW is estimate of the spreover MRR versus the bons origincoupon rate to maturity【Q1.这里说ASW=MRR+coupon rate ?】 whiis equto the fferenbetween the corporate boncoupon of 3.00% anthe 12-yeswrate of 2.15%, or 0.85%.【Q2.这里是说ASW=Coupon rate -swrate ?】Q3.我的笔记上还有个公式 swspre=swrate-gov yiel4.swrate=spreover MRRQ5.不理解MRR、ASW、swrate 的的关系,这里关系好混乱，根据3和4， gov yiel就是MRR??
NO.PZ202112010200001403 问题如下 Calculate the ASW of the corporate bon A.0.65% B.0.95% C.0.85% C is correct. The ASW is estimate of the spreaver MRR versus the bons origincoupon rate to maturity, whiis equto thefferenbetween the corporate boncoupon of3.00% anthe 12-yeswrate of 2.15%, or 0.85%. 请问下老师可以罗列一下几种sprea计算公式以及中文理解吗？ASW/MRR/OAS/Z/G....
