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大瓶子 · 2023年09月07日

求Accrued interest 是要用yield to mature,还是Coupon rate.

NO.PZ2023010301000050

问题如下:

Bond G, described in the exhibit below, is sold for settlement on 16 June 2014. The full price that bond G will settle at on 16 June 2014 is closest to:

Annual coupon: 5%

Coupon payment frequency: semiannual

Interest payment date: 10 April and 10 October

Maturity date: 10 October 2016

Day count convention: 30/360

Annual yield-to-maturity: 4%

选项:

A.

102.36

B.

103.10

C.

103.65

解释:

Correct Answer: B


求Accrued interest 是要用yield to mature,还是Coupon rate,为什么

1 个答案
已采纳答案

吴昊_品职助教 · 2023年09月07日

嗨,努力学习的PZer你好:


accrued interest的本质是一段时间的coupon,既然是coupon就得用coupon rate来计算。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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