Synccc · 2024年02月08日
NO.PZ2023120801000040
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
103.10
103.65
解释：
Correct Answer: B
不应该PVfull是算出来的102.36向前折现么？向前折不就是除么？
吴昊_品职助教 · 2024年02月08日
嗨，爱思考的PZer你好：
102.36是未来五笔现金流折到2014.4.10的现值之和，然后再将这个数值复利到2014.6.16。往后复利，是乘的关系。
我们之所以没有直接将未来五笔现金流折到2014.6.16是因为五笔现金流的时间间隔不同，后面四笔现金流时间间隔是半年，而从6.16到10.10之间并不是半年，因此就不是一个年金的形式，我们就无法用计算器直接求PV了。那么从102.36到103.10，从4.10到6.16之间就是一个复利的过程。
----------------------------------------------虽然现在很辛苦，但努力过的感觉真的很好，加油！
NO.PZ2023120801000040问题如下 BonG, scribein the exhibit below, is solfor settlement on 16 June 2014. The full prithbonG will settle on 16 June 2014 is closest to: Annucoupon: 5%Coupon payment frequency: semiannualInterest payment te: 10 April an10 OctoberMaturity te: 10 October 2016y count convention: 30/360Annuyielto-maturity: 4% A.102.36B.103.10C.103.65 CorreAnswer: B 老师，在计算第一步求2024.4.10PV的时候，n不是6吗？
NO.PZ2023120801000040 问题如下 BonG, scribein the exhibit below, is solfor settlement on 16 June 2014. The full prithbonG will settle on 16 June 2014 is closest to: Annucoupon: 5%Coupon payment frequency: semiannualInterest payment te: 10 April an10 OctoberMaturity te: 10 October 2016y count convention: 30/360Annuyielto-maturity: 4% A.102.36 B.103.10 C.103.65 CorreAnswer: 请问这个公式对吗？ accrueinterest = (t/T)*PMT, 为什么不能用4月10日的PV加上算出来的AccrueInterest得到full price
NO.PZ2023120801000040 问题如下 BonG, scribein the exhibit below, is solfor settlement on 16 June 2014. The full prithbonG will settle on 16 June 2014 is closest to: Annucoupon: 5%Coupon payment frequency: semiannualInterest payment te: 10 April an10 OctoberMaturity te: 10 October 2016y count convention: 30/360Annuyielto-maturity: 4% A.102.36 B.103.10 C.103.65 CorreAnswer: 66/180怎么算来着？
