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🌊Yuri🌊 · 2023年10月10日

NO.PZ2023010301000051

问题如下:

The bonds of Whakatane and Co. are priced for settlement on 15 July 2014 and have the following features.

On the basis of this information, the difference between the full and flat prices is closest to

选项:

A.

0.917.

B.

2.667.

C.

1.326.

解释:

Correct Answer: C

The difference between the full and flat prices is the accrued interest, which is computed as follows. Based on the Actual/Actual day convention, the number of days between the coupon periods is 184 days. Also, using the Actual/Actual day count convention, the number of days between 15 May 2014 and 15 July 2014 is 16 days remaining in May + 30 days in June + 15 days in July = 61 days. Accrued interest (per $100 par value) = (61/184)(8.00/2) = 1.326.

Actual/Actual day这个是怎么按计算器来着?

1 个答案

吴昊_品职助教 · 2023年10月10日

嗨,努力学习的PZer你好:


2nd 1,就能把DATE的功能调取出来。

我们按照月日年的顺序依次输入DT1和DT2,DT1:5.1514,enter之后显示的是5-15-2014;向下箭头出现DT2:7.1514,enter之后显示的是7-15-2014,向下箭头出现DBD之后按CPT即可算出之间的天数为61天。

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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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