问题如下图:
选项:
A.
B.
C.
解释:
请问为什么6月30号的要用3月31号的Libor,为什么不是1.35%?
NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息,而每一期的利息都是由期初利率决定的,所以6月30日的利息是由3月31日的利率确定的,3月31日的三个月MRR是1.55%,所以我们在1.55%的基础上加上0.65%得到2.2%,故C正确。 the three-month MRR is 1.55% an1.35%
NO.PZ2016031001000003 问题如下 A company hissuea floating-rate note with a coupon rate equto the three-month MRR + 65 basis points. Interest payments are ma quarterly on 31 March, 30 June, 30 September, an31 cember. On 31 Maran30 June, the three-month MRR is 1.55% an1.35%, respectively. The coupon rate for the interest payment ma on 30 June is: A.2.00%. B.2.10%. C.2.20%. C is correct.The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month MRR rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%.考点浮动利率债券解析现在要我们求的是6月30日支付的利息,而每一期的利息都是由期初利率决定的,所以6月30日的利息是由3月31日的利率确定的,3月31日的三个月MRR是1.55%,所以我们在1.55%的基础上加上0.65%得到2.2%,故C正确。 如题。。
请问如何看出是用上一个季度的利率?
2.10%. 2.00%. A is correct. The coupon rate thapplies to the interest payment e on 30 June is baseon the three-month Libor rate prevailing on 31 March. Thus, the coupon rate is 1.55% + 0.65% = 2.20%. 这道题还没看懂。总觉得结果是2%。如何看出要加上的是referenrate?
我不太明白,为什么这里不用除以4?三个月计息,可是这些都是年化利率啊