🧸苏小糖yb💚 · 2023年11月04日
NO.PZ2020011303000163
问题如下：
A U.S. Treasury bill lasts 35 days and has a quoted price of 1.40. What is the cash price? What is the 35-day discount factor?
解释：
The cash price is
100 −1.40×35/360 = 99.8639
The discount factor for 35 days is 0.998639.
题目问：35天的US treasury bill报价1.4，求cash price，以及35天的discount factor是多少？
cash price=100-1.4*35/360=99.8639
35-day discount factor=99.8639/100=0.998639.
35天的quote 是什么？cash price指的是哪一段时间？
NO.PZ2020011303000163 问题如下 A U.S. Treasury bill lasts 35 ys anha quotepriof 1.40. Whis the cash price? Whis the 35-y scount factor? The cash priis100 −1.40×35/360 = 99.8639The scount factor for 35 ys is 0.998639. 题目问35天的US treasury bill报价1.4，求cash price，以及35天的scountfactor是多少？cash price=100-1.4*35/360=99.863935-y scount factor=99.8639/100=0.998639. 老师，这个是考纲要求吗？基础讲义里哪部分？谢谢。
NO.PZ2020011303000163问题如下A U.S. Treasury bill lasts 35 ys anha quotepriof 1.40. Whis the cash price? Whis the 35-y scount factor? The cash priis100 −1.40×35/360 = 99.8639The scount factor for 35 ys is 0.998639. 讲义65页上没有这个报价方式啊？1.4算什么意思？
请问scount factor是怎么算的呀谢谢
这题不明白
