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上小学 · 2023年03月16日

为何乘以债券价格1000而不是coupon?

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 75/360×100 = 20.83

有一个债券,coupon rate10%pa,付息日是每年的115715,求在41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。

115日到41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

1 个答案

品职答疑小助手雍 · 2023年03月16日

同学你好,乘的就是coupon啊,你是不是看错了。

coupon rate10%指的是1年付10%的利息,1000的bond也就对应利息100块钱。

一年按360天,这里时间过了75天,所以利息就攒了75/360 *100。

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