NO.PZ2020011303000170
问题如下:
Suppose a U.S. Treasury bond that pays coupons at the rate of 8% per yearon May 15 and November 15 is sold in a transaction settled on October 18. What is the accrued interest?
解释:
There are 184 days between coupon payments and 156 days between the last coupon and the settlement date. The accrued interest is
题目问:假设付息日是 5 月 15 日和 11 月 15 日的 8% coupon的US treasury bond,在 10 月 18 日结算的交易中出售。accrued interest是多少?
两个付息日之间是184天,上一个付息日到结算日是156天
accrued interest=4*156/184=3.3913
看到好几道题目没有年份,那么天数是怎么计算出来的?谢谢