NO.PZ2020011303000012
问题如下:
A corporate bond in the United States pays a coupon of 10% per year. Payment dates are January 15 and July 15. What is the accrued interest on a USD 1,000 bond on the start of trading on April 1 in a (a) leap year and (b) a year that is not a leap year?
解释:
Whether it is a leap year or not makes no difference. The day count convention for bonds is 30/360 so that it is always assumed that there are 30 days in a month. In this case, there are 75 days in the accrual period, the interest is USD 100 per year and the accrued interest (USD) is
有一个债券,coupon rate是10%pa,付息日是每年的1月15和7月15,求在4月1日,面值是1000的债券的accrued interest是多少?在闰年和非闰年。
闰年和非闰年对accrued interest大小无影响。这里默认每月有30天。
1月15日到4月1日有75天,accrued interstate=75/360*1000=20.83
每次付coupon不是50吗?结果是20‘83。为啥是乘以债券价格呢?谢谢