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hanfei · 2023年10月08日

带%的计算器使用

NO.PZ2016082402000059

问题如下:

Consider the buyer of a 6×96\times9 FRA. The contract rate is 6.35% on a notional amount of $10 million. Calculate the settlement amount of the seller if the settlement rate is 6.85%. Assume a 30/360-day count basis.

选项:

A.

-12,500

B.

-12,290

C.

+12,500

D.

+12,290

解释:

ANSWER: B

The seller of an FRA agrees to receive fixed. Since rates are now higher than the contract rate, this contract must show a loss for the seller. The loss is $10,000,000 x (6.85%-6.35%) × (90/360) = $12,500 when paid in arrears (i.e., in nine months). On the settlement date (i.e., brought forward by three months), the loss is $12,500/(1+6.85% × 0.25) = $12,290.

老师你好,已确认我的计算器的计算顺序是科学计算器。

在计算%的时候有问题,计算6.85%-6.35%我的输入顺序是:

【6.85】【%】

【-】

【6.35】【%】


但是计算的结果不是0.5%。我发现计算器是算的(【6.85】【%】【-】【6.35】)在整体%,这是为啥呢,好奇怪啊

3 个答案

DD仔_品职助教 · 2023年10月11日

嗨,爱思考的PZer你好:


加油哦同学

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

DD仔_品职助教 · 2023年10月10日

嗨,从没放弃的小努力你好:


是的呢同学,最后整体再减两个0就行

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

hanfei · 2023年10月11日

脑子傻了...没转过弯来

DD仔_品职助教 · 2023年10月08日

嗨,从没放弃的小努力你好:


因为%是针对前面计算的整体部分进行%,像这种计算建议直接把%当做符号,不要换算

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加油吧,让我们一起遇见更好的自己!

hanfei · 2023年10月10日

意思是说我在使用计算器的时候,不用 【%】 ,而是直接输入 小数点位吗?

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